tsmetrics: Performance Metrics

In tsmodels/tsforeign: Interface To Other Packages

Performance Metrics

Description

Performance metrics from an estimated or predicted model.

Usage

## S3 method for class 'arima.estimate'
tsmetrics(object, ...)

## S3 method for class 'arima.predict'
tsmetrics(object, actual, alpha = 0.1, ...)

## S3 method for class 'bsts.estimate'
tsmetrics(object, ...)

## S3 method for class 'bsts.predict'
tsmetrics(object, actual, alpha = 0.1, ...)

Arguments

object	An object of class “arima.estimate”, “arima.predict”, “bsts.estimate” or “bsts.predict”.
...	Optional arguments passed to the MASE function which includes “frequency”, else will be read from the object (act as an override for instance when using fourier seasonality in xreg for arima).
actual	the actual data matched to the dates of the forecasts.
alpha	the coverage level for distributional forecast metrics.

tsmodels/tsforeign documentation built on June 22, 2022, 2:09 p.m.