tsmetrics: Performance Metrics

tsmetrics.tsissm.predictR Documentation

Performance Metrics

Description

Performance metrics from an estimated or predicted tsissm model.

Usage

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

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

Arguments

object

an object of class “tsissm.estimate” or “tsissm.predict”

actual

the actual data matched to the dates of the forecasts.

alpha

the coverage level for distributional forecast metrics.

...

not currently used.


tsmodels/tsissm documentation built on June 22, 2022, 6:57 a.m.