foremeas1

The inputs are the actual and the forecast values. We calculate the Mean Square Error
(MSE) and Mean Absolute Error (MAE)

Contains the support functions for the Time Series Analysis book.
We present a function to calculate MSE and MAE for inputs
of actual and forecast values. We also have the code for
disaggregation as found in Wei and Stram
(1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>),
and Hodgess and Wei (1996, "Temporal Disaggregation of Time
Series").

Erin Hodgess

disagg2

Support Functions for Time Series Analysis Book

foremeas1 function

<dl> <dt>actx</dt>
<dd>actual values</dd> <dt>forex</dt>
<dd>forecast values</dd></dl>

Arguments

c(
 person(
 "Erin", "Hodgess",
 email = "erinm.hodgess@gmail.com",
 role = c("aut", "cre")
 )
 )

Author

Calculate MSE and MAE for actual and forecast values — foremeas1

<dl>

 <dt>actx</dt>
<dd>actual values</dd>

 <dt>forex</dt>
<dd>forecast values</dd>

</dl>

foremeas1: Calculate MSE and MAE for actual and forecast values

Description

Usage

Value

Arguments

Author

Details