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snail
2012 May 18
0
Forecast package, auto.arima() convergence problem, and AIC/BIC extraction
...add 3 columns for AIC,
BIC, and AICc - but I need a way to get this information for the models
and placed into the matrix before LaTeX'ing it:
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acc.naive <- signif(accuracy(naive(tix_ts, h=365)), digits=3)
acc.snaive <- signif(accuracy(snaive(tix_ts, h=365)), digits=3)
acc.ets <- signif(accuracy(forecast(ets(tix_ts), h=365)), digits=3)
acc.etsa <- signif(accuracy(forecast(ets(tix_ts,model="AAZ"), h=365)),
digits=3)
acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts,
stepwise=FA...