> On Jun 8, 2018, at 12:43 PM, David Winsemius <[email protected]> wrote: > > >> On Jun 8, 2018, at 12:26 PM, Paul Bernal <[email protected]> wrote: >> >> Dear friends, >> >> I have been fitting some TS models from the forecast package like ets(), >> ses(), hw(), HoltWinters(), stlf(), bats() and tbats(), however, when >> trying to use the AIC and BIC functions, I receive the following error >> message: >> >> Error in UseMethod("logLik") : >> no applicable method for 'logLik' applied to an object of class "forecast" >> >> Yes, the message is clear, those functions cannot be applied to objects >> from the forecast class. However, I would like to know if there is a way to >> assess the goodness of fit for this models that is somewhat equivalent to >> AIC and BIC, or of there is any other function that could help me in the >> model selection stage, other than computing MASE, MAPE, etc. >> >> Any help and or guidance will be greatly appreciated. >> >> [[alternative HTML version deleted]] > > Fourth google hit on a search "goodness of fit measures for forecasts" by the > author of hte forecast package:
https://pdfs.semanticscholar.org/af71/3d815a7caba8dff7248ecea05a5956b2a487.pdf > >> >> ______________________________________________ >> [email protected] mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > David Winsemius > Alameda, CA, USA > > 'Any technology distinguishable from magic is insufficiently advanced.' > -Gehm's Corollary to Clarke's Third Law > > ______________________________________________ > [email protected] mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA 'Any technology distinguishable from magic is insufficiently advanced.' -Gehm's Corollary to Clarke's Third Law ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
