# accuracy

0th

Percentile

##### Accuracy measures for forecast model

Returns range of summary measures of the forecast accuracy. If x is provided, the function measures out-of-sample forecast accuracy based on x-f. If x is not provided, the function produces in-sample accuracy measures of the one-step forecasts based on f["x"]-fitted(f). All measures are defined and discussed in Hyndman and Koehler (2006).

Keywords
ts
##### Usage
accuracy(f, x, test=1:length(x))
##### Arguments
f
An object of class "forecast", or a numerical vector containing forecasts.
x
An optional numerical vector containing actual values of the same length as object.
test
Indicator of which elements of x and f to test.
##### Value

• Vector giving forecast accuracy measures.

##### References

Hyndman, R.J. and Koehler, A.B. (2006) "Another look at measures of forecast accuracy". International Journal of Forecasting, 22(4).

• accuracy
##### Examples
fit1 <- rwf(EuStockMarkets[1:200,1],h=100)
fit2 <- meanf(EuStockMarkets[1:200,1],h=100)
accuracy(fit1)
accuracy(fit2)
accuracy(fit1,EuStockMarkets[201:300,1])
accuracy(fit2,EuStockMarkets[201:300,1])
plot(fit1)
lines(EuStockMarkets[1:300,1])
Documentation reproduced from package forecast, version 2.01, License: GPL (>= 2)

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