ATA.Accuracy {ATAforecasting} | R Documentation |

## Accuracy Measures for The ATAforecasting

### Description

Returns ATA(p,q,phi)(E,T,S) applied to 'ata' `object`

.
Accuracy measures for a forecast model
Returns range of summary measures of the forecast accuracy. If `out.sample`

is
provided, the function measures test set forecast accuracy.
If `out.sample`

is not provided, the function only produces
training set accuracy measures.
The measures calculated are:

lik : maximum likelihood functions

sigma : residual variance.

MAE : mean absolute error.

MSE : mean square error.

RMSE : root mean squared error.

MPE : mean percentage error.

MAPE : mean absolute percentage error.

sMAPE : symmetric mean absolute percentage error.

MASE : mean absolute scaled error.

OWA : overall weighted average of MASE and sMAPE.

MdAE : median absolute error.

MdSE : median square error.

RMdSE : root median squared error.

MdPE : median percentage error.

MdAPE : median absolute percentage error.

sMdAPE : symmetric median absolute percentage error.

### Usage

```
ATA.Accuracy(object, out.sample = NULL, print.out = TRUE)
```

### Arguments

`object` |
An object of class |

`out.sample` |
A numeric vector or time series of class |

`print.out` |
Default is TRUE. If FALSE, summary of ATA Method's accuracy measures is not shown. |

### Value

Matrix giving forecast accuracy measures.

### Author(s)

Ali Sabri Taylan and Hanife Taylan Selamlar

### References

#'Hyndman RJ, Koehler AB (2006).
“Another look at measures of forecast accuracy.”
*International Journal of Forecasting*, **22**(4), 679–688.

#'Hyndman RJ, Athanasopoulos G (2019).
*Forecasting: principles and practice*.
OTexts.
https://otexts.com/fpp3/.

### See Also

`forecast`

, `stlplus`

, `stR`

, `stl`

, `decompose`

, `tbats`

, `seasadj`

.

### Examples

```
trainATA <- head(touristTR, 84)
testATA <- window(touristTR, start = 2015, end = 2016.917)
ata_fit <- ATA(trainATA, h=24, seasonal.test = TRUE, seasonal.model = "decomp")
ata_accuracy <- ATA.Accuracy(ata_fit, testATA)
```

*ATAforecasting*version 0.0.60 Index]