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