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cif (version 0.1.1)

ec.ifp: Computes Indices of Forecast Performance

Description

indices of forecast performance

Usage

ec.ifp(afdlin, rwsigma, rwabsmean, kval = 1.959964)

Arguments

afdlin

actual + forecast values + fcse

rwsigma

standard deviation of Random Walk in sample

rwabsmean

mean absolute deviation of Random Walk in sample

kval

how many se to use, default kval = 1.959964

Value

list of indices of forecast performance 1: index for model forecast 0: index for Random Walk forecast

References

Berta et al. 2020