gof {forecast}R Documentation

Goodness-of-fit for forecast model

Description

Returns range of summary measures of the in-sample errors. Compare forecasterrors which provides a summary of out-of-sample forecast errors. All measures are defined and discussed in Hyndman and Koehler (2006).

Usage

gof(object)

Arguments

object An object of class "forecast"

Value

Vector giving in-sample error measures.

Author(s)

Rob J Hyndman

References

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

Examples

fit1 <- rwf(Nile)
fit2 <- meanf(Nile)
gof(fit1)
gof(fit2)

[Package forecast version 1.07 Index]