tsmetrics: Performance Metrics

In tsmodels/tsissm: Linear Innovations State Space Unobserved Components Model

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 Oct. 15, 2022, 6:44 a.m.