`fcast_accuracy.Rd`

Calculate forecast accuracy on test set according to a specified criterion

fcast_accuracy( tslist, models = c("ets", "arima", "rw", "rwd", "wn", "theta", "stlar", "nn", "snaive", "mstlarima", "mstlets", "tbats"), database, accuracyFun, h, length_out, fcast_save )

tslist | a list of time series |
---|---|

models | a vector of models to compute |

database | whether the time series is from mcomp or other |

accuracyFun | function to calculate the accuracy measure, the arguments for the accuracy function should be training, test and forecast |

h | forecast horizon |

length_out | number of measures calculated by a single function |

fcast_save | if the argument is TRUE, forecasts from each series are saved |

a list with accuracy matrix, vector of arima models and vector of ets models