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]