calculate forecast accuracy from different forecasting methods

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
)

Arguments

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

Value

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