TSPred (version 5.1.1)

MAPE: MAPE error of prediction

Description

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

Usage

MAPE(actual, prediction)

Value

A numeric value of the MAPE error of 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.

Author

Rebecca Pontes Salles

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

data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
MAPE(SantaFe.A.cont[,1], pred)