medidas.r

In reos156/AnalisisSeriesTiempo:

medidas = function(m,y,k){
# y = serie, m = modelo, k = numero parametros
T = length(y)
yest = fitted(m)
sse = sum((yest-y)^2)
ssr = sum((y-mean(y))^2) 
mse = sse/(T-k)
R2 = 1 - sse/ssr
Ra2 = 1 - (T-1)*(1-R2)/(T-k)
aic = log((T-k)*exp(2*k/T)*mse/T)
bic = log(T^(k/T)*(T-k)*mse/T)
M = c(Ra2, mse, aic, bic)
names(M) = c("R2-ajus","MSE","logAIC","logBIC")
return(M)}

medidas.hw = function(m1,y,k1){
# y = serie, m1 = modelo, k1 = numero parametros
T = length(y)
X = fitted(m1)
yest.1 = X[,1]
sse.1 = sum((yest.1-y)^2)
ssr.1 = sum((y-mean(y))^2) 
mse.1 = sse.1/(T-k1)
R2.1 = 1 - sse.1/ssr.1
Ra2.1 = 1 - (T-1)*(1-R2.1)/(T-k1)
aic.1 = log((T-k1)*exp(2*k1/T)*mse.1/T)
bic.1 = log(T^(k1/T)*(T-k1)*mse.1/T)

M1 = c(Ra2.1, log(mse.1), aic.1, bic.1)
names(M1) = c("R2-ajus","MSE","AIC","BIC")
return(M1)
}