TSPred (version 5.1)

MAPE: MAPE error of prediction

Description

The function calculates the MAPE error between actual and predicted values.

Usage

MAPE(actual, prediction)

Arguments

actual

A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.

prediction

A vector or univariate time series containing time series predictions that are to be compared against the values in actual.

Value

A numeric value of the MAPE error of prediction.

References

Z. Chen and Y. Yang, 2004, Assessing forecast accuracy measures, Preprint Series, n. 2004-2010, p. 2004-10.

See Also

sMAPE, MSE, NMSE, MAXError

Examples

# NOT RUN {
data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
MAPE(SantaFe.A.cont[,1], pred)

# }