如何在forecast::Accurance()函数中提取ME
我可以使用如何在forecast::Accurance()函数中提取ME,r,arima,forecast,R,Arima,Forecast,我可以使用精度功能为模型获取一组精度度量,如下所示: set.seed(289805) x <- arima.sim(n=10, model=list(ar=0.8, order=c(1, 0, 0)), sd=1) mod <- auto.arima(x, ic="aicc") fit <- fitted(mod) # fit the model with the series ACCURACY <- forecast::accuracy(fit,
精度
功能为模型获取一组精度度量,如下所示:
set.seed(289805)
x <- arima.sim(n=10, model=list(ar=0.8, order=c(1, 0, 0)), sd=1)
mod <- auto.arima(x, ic="aicc")
fit <- fitted(mod) # fit the model with the series
ACCURACY <- forecast::accuracy(fit, x) # RETURNS ACCURACY
ACCURACY
# RESULT
# ME RMSE MAE MPE MAPE ACF1 Theil's U
#Test set 0.4763398 1.289879 0.8928214 4.748337 71.5307 0.2324054 1.009128
set.seed(289805)
x输出是一个矩阵,因此需要使用矩阵子集
ACCURACY[,"ME"]
[1] 0.4763398