我用R得到了ETS模型如下
> etsfit <- ets(data)
> etsfit
ETS(A,N,A)
Call:
ets(y = data)
Smoothing parameters:
alpha = 0.6568
gamma = 1e-04
Initial states:
l= 294.5905
s=-62.9193 -6.3193 28.3012 106.3999 -66.8167 -92.8687
-84.7933 54.4138 184.7414 51.8409 -111.9798
我之前预留的两组实际值,想用来比较forecast与obvervation 的差,也就是error
但是我看到用accuracy 计算的都是fitted value与实际值的差
accuracy(etsfit)
ME RMSE MAE MPE MAPE MASE ACF1
Training set -0.2436281 69.07693 51.45818 -Inf Inf 0.5009725 -0.007630914
所以想问怎样只得到forecast 部分的ME等等?
谢谢