Forecasting accuracy measures.
Compute forecasting accuracies. This is very similar ot the
accuracy method form forecast.
accuracy_stat(object, ...) ## Default S3 method: accuracy_stat(object, true, ...) ## S3 method for class 'pred_roll' accuracy_stat(object, w, ...)
object |
A data-frame, matrix, or object of class |
... |
Not used currently. |
true |
If |
w |
Optional. For objects of class |
The function works either for a simple data.frame or for objects
pred_roll. For simple data.frames, the argument true, i.e. a
data frame containing the true values, has to be provided. For
pred_roll objects, the true values are contained in the object, so no
need (nor possibility) to provide the true values.
A data-frame containing the forecasting accuracy measures.
Matthieu Stigler
## univariate: mod_ar <- linear(lynx[1:100], m=1) mod_ar_pred <- predict_rolling(mod_ar, newdata=lynx[101:114]) accuracy_stat(object=mod_ar_pred$pred, true=mod_ar_pred$true) ## multivariate data(barry) mod_var <- lineVar(barry, lag=1) mod_var_pred <-predict_rolling(object=mod_var, nroll=10, n.ahead=1:3) accuracy_stat(object=mod_var_pred) accuracy_stat(object=mod_var_pred, w=c(0.7, 0.2, 0.1))
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