tsmetrics.tsissm.predict {tsissm} | R Documentation |
Performance Metrics
Description
Performance metrics from an estimated or predicted tsissm model.
Usage
## S3 method for class 'tsissm.predict'
tsmetrics(object, actual, alpha = 0.1, ...)
## S3 method for class 'tsissm.estimate'
tsmetrics(object, ...)
Arguments
object |
an object of class “tsissm.estimate” or “tsissm.predict” |
actual |
the actual data matched to the dates of the forecasts. |
alpha |
the coverage level for distributional forecast metrics. |
... |
not currently used. |
Value
a data.frame of performance metrics including MAPE, MSLRE, BIAS and AIC for the estimate object and MAPE, MSLRE, BIAS, MASE, MIS and CRPS for predict object.
[Package tsissm version 1.0.2 Index]