accuracy.smooth: Error measures for an estimated model
Description
Function produces error measures for the provided object and the holdout values of the
response variable. Note that instead of parameters x, test, the function
accepts the vector of values in holdout. Also, the parameters d and D
are not supported - MASE is always calculated via division by first differences.
Usage
# S3 method for smooth
accuracy(object, holdout = NULL, ...)
# S3 method for smooth.forecast
accuracy(object, holdout = NULL, ...)
Arguments
object
The estimated model or a forecast from the estimated model generated via
either predict() or forecast() functions.
holdout
The vector of values of the response variable in the holdout (test) set.
If not provided, then the function will return the in-sample error measures. If the
holdout=TRUE parameter was used in the estimation of a model, the holdout values
will be extracted automatically.
...
Other variables passed to the forecast() function (e.g. newdata).