[R] Calculating AIC and BIC for Time Series Models

David Winsemius dw|n@em|u@ @end|ng |rom comc@@t@net
Fri Jun 8 21:43:53 CEST 2018

> On Jun 8, 2018, at 12:26 PM, Paul Bernal <paulbernal07 using 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:

goodness of fit measures for forecasts

> ______________________________________________
> R-help using 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

More information about the R-help mailing list