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]