Accuracy function

Accuracy

Accuracy for 1 time series y and several forecasting methods py and h steps ahead py is h x nMethods x nSeries

Accuracy(py, y, s = frequency(y), collectFun = mean)

Arguments

• py: matrix of forecasts (h x nMethods x nForecasts)
• y: a matrix of actual values (n x nForecasts)
• s: seasonal period, number of observations per year
• collectFun: aggregation function (mean, median, etc.)

Returns

Table of results

Examples

## Not run: Accuracy(py, y, 12)

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, tsDisplay, size

Author(s)

Diego J. Pedregal