forecast::accuracy()函数中的ME如何提取
How Do I Extract the ME in forecast::accuracy() Function
我可以使用 accuracy
函数为模型获取一组准确度度量,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
如何只提取结果中的 ME
?
输出是一个矩阵,所以你需要使用矩阵子集。
ACCURACY[,"ME"]
[1] 0.4763398
我可以使用 accuracy
函数为模型获取一组准确度度量,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
如何只提取结果中的 ME
?
输出是一个矩阵,所以你需要使用矩阵子集。
ACCURACY[,"ME"]
[1] 0.4763398