ec.ifp {cif}

Computes Indices of Forecast Performance

Description

indices of forecast performance

Usage

ec.ifp(afdlin, rwsigma, rwabsmean, kval = 1.959964)

Arguments

afdlin

actual + forecast values + fcse

rwsigma

standard deviation of Random Walk in sample

rwabsmean

mean absolute deviation of Random Walk in sample

kval

how many se to use, default kval = 1.959964

Value

list of indices of forecast performance 1: index for model forecast 0: index for Random Walk forecast

Author(s)

P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio

References

Berta et al. 2020