ts_accuracy: Time series accuracy
In travisandersen14/tsfuncs: Functions for time series analysis

Description Usage Arguments Value Examples

View source: R/ts_accuracy.R

Calculates ME, MAE, MASE, Coverage, and Width for a time series tibble.

1	ts_accuracy(ts_df, lag = 1)

`ts_df`	A tibble containing dates in column labeled 'ds' and values in column labeled 'y'. The point forecast should be in a column labeled 'yhat', and respective prediction intervals should be in columns labeled 'yhat_lower' and 'yhat_upper'.
`lag`	The lag to be used in calculating MASE, which should be the period of seasonality of the time series.

A tibble with ME, MAE, MASE, Coverage, and Width columns.

df <- tidyr::tibble(
  ds = lubridate::today() - 100:1,
  y = rnorm(100),
  yhat = rnorm(100),
  yhat_lower = yhat - 1,
  yhat_upper = yhat + 1
)
ts_accuracy(df)