Accuracy {UComp}

Accuracy

Description

Accuracy for 1 time series y and several forecasting methods py and h steps ahead py is h x nMethods x nSeries

Usage

Accuracy(py, y, s = frequency(y), collectFun = mean)

Arguments

py

matrix of forecasts (h x nMethods x nForecasts)

y

a matrix of actual values (n x nForecasts)

s

seasonal period, number of observations per year

collectFun

aggregation function (mean, median, etc.)

Value

Table of results

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, tsDisplay, size

Examples

## Not run: Accuracy(py, y, 12)