... Or have you looked here?
https://cran.r-project.org/web/views/TimeSeries.html
Bert
On Fri, Jun 8, 2018, 1:29 PM David Winsemius <dwinsem...@comcast.net> wrote:
>
> > On Jun 8, 2018, at 12:43 PM, David Winsemius <dwinsem...@comcast.net>
> wrote:
> >
> >
> >> On Jun 8, 2018, at 12:26 PM, Paul Bernal <paulberna...@gmail.com>
> 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
>
> >
> >>
> >> ______________________________________________
> >> R-help@r-project.org 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
> >
> > ______________________________________________
> > R-help@r-project.org 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
>
> ______________________________________________
> R-help@r-project.org 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.
>
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org 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.
