accuracy.cvts {forecastHybrid}

Accuracy measures for cross-validated time series

Description

Returns range of summary measures of the cross-validated forecast accuracy for cvts objects.

Usage

## S3 method for class 'cvts'
accuracy(object, ..., f = NULL)

Arguments

object

a cvts objected created by cvts.

...

other arguments (ignored).

f

Deprecated. Please use 'object' instead.

Details

Currently the method only implements ME, RMSE, and MAE. The accuracy measures MPE, MAPE, and MASE are not calculated. The accuracy is calculated for each forecast horizon up to maxHorizon

Author(s)

David Shaub