CV

0th

Percentile

Cross-validation statistic

Computes the leave-one-out cross-validation statistic (also known as PRESS -- prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model.

Keywords
models
Usage
CV(obj)
Arguments
obj

output from lm or tslm

Value

Numerical vector containing CV, AIC, AICc, BIC and AdjR2 values.

See Also

AIC

Aliases
  • CV
Examples
# NOT RUN {
y <- ts(rnorm(120,0,3) + 20*sin(2*pi*(1:120)/12), frequency=12)
fit1 <- tslm(y ~ trend + season)
fit2 <- tslm(y ~ season)
CV(fit1)
CV(fit2)

# }
Documentation reproduced from package forecast, version 8.9, License: GPL-3

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