MAXError function

Maximal error of prediction

The function calculates the maximal error between actual and predicted values.

MAXError(actual, prediction)

Arguments

• actual: A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.
• prediction: A vector or univariate time series containing time series predictions that are to be compared against the values in actual.

Returns

A numeric value of the maximal error of prediction.

Examples

data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
MAXError(SantaFe.A.cont[,1], pred)

See Also

sMAPE, MAPE

Author(s)

Rebecca Pontes Salles