Hi,
I would like to create variables in R containing parameters of
summary(*Forecast
Results*).
Using the following code:
library(forecast)
data <- AirPassengers
xets <- ets(data, model="ZZZ", damped=NULL)
xfor <- forecast(xets,h=12, level=c(80,95))
summary(xfor)
the output is:
Forecast method: ETS(M,A,M)
Model Information:
ETS(M,A,M)
Call:
ets(y = data, model = "ZZZ", damped = NULL)
Smoothing parameters:
alpha = 0.5901
beta = 0.0058
gamma = 1e-04
Initial states:
l = 126.9791
b = 1.6483
s = 0.8865 0.7928 0.9226 1.0582 1.2186 1.2371
1.1069 0.9818 0.985 1.0149 0.8946 0.901
sigma: 0.0367
AIC AICc BIC
1391.174 1395.457 1438.691
In-sample error measures:
ME RMSE MAE MPE MAPE MASE
1.1644124 10.9944227 8.0668541 0.2032631 2.9361762 0.3119416
Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
Jan 1961 444.9979 424.0692 465.9267 412.9901 477.0057
Feb 1961 444.1187 419.8324 468.4049 406.9760 481.2613
Mar 1961 506.4125 475.2920 537.5330 458.8178 554.0072
Apr 1961 493.9890 460.5937 527.3844 442.9153 545.0628
How can I associate to a variable for example the "In sample error measures"
parameters?
Thanks,
Pedro
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