Performance metrics from an estimated or predicted tsissm model.
# S3 method for tsissm.predict
tsmetrics(object, actual, alpha = 0.1, ...)# S3 method for tsissm.estimate
tsmetrics(object, ...)
a data.frame of performance metrics including MAPE, MSLRE, BIAS and AIC for the estimate object and MAPE, MSLRE, BIAS, MASE, MIS and CRPS for predict object.
an object of class “tsissm.estimate” or “tsissm.predict”
the actual data matched to the dates of the forecasts.
the coverage level for distributional forecast metrics.
not currently used.