lmForc (version 1.0.0)

rmse,Forecast-method: Calculate RMSE of a Forecast object

Description

rmse takes a Forecast object and returns the RMSE of the forecast. RMSE is calculated as: sqrt(mse)

Usage

# S4 method for Forecast
rmse(Forecast)

Value

RMSE value.

Arguments

Forecast

Forecast object.

Examples

my_forecast <- Forecast(
  origin   = as.Date(c("2010-03-31", "2010-06-30", "2010-09-30", "2010-12-31")),
  future   = as.Date(c("2011-03-31", "2011-06-30", "2011-09-30", "2011-12-31")),
  forecast = c(4.21, 4.27, 5.32, 5.11),
  realized = c(4.40, 4.45, 4.87, 4.77),
  h_ahead  = 4L
)

rmse(my_forecast)