tsprofile {tsmethods}R Documentation

Profile a time series model

Description

Generic method for profiling a time series model by simulating from the estimated data generating process and measuring the performance under different levels of system noise.

Usage

tsprofile(object, ...)

Arguments

object

an object.

...

additional parameters passed to the method.

Value

The profiled model with information such as root mean squared error per parameter.


[Package tsmethods version 1.0.1 Index]