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Accuracy for tbats/bats objects #142

Merged
merged 33 commits into from Aug 16, 2015
Merged

Accuracy for tbats/bats objects #142

merged 33 commits into from Aug 16, 2015

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dashaub
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@dashaub dashaub commented Aug 16, 2015

Is there a reason why the accuracy function does not support tbats/bats objects? I see in the accuracy() function there is code to check the class:
if (!any(is.element(class(f), c("mforecast", "forecast", "ts", "integer", "numeric", "Arima", "ets", "lm"))))
Obviously I could check the accuracy of a tbats manually by taking the fitted() values with
mytbats <- tbats(taylor); accuracy(fitted(mytbats), taylor)

Is there a theoretical reason why the fitted values of a tbats are not appropriate for computing in-sample accuracy or why it isn't allowed in the accuracy() function? The tbats() documentation describes accessing the tbats' fitted.values which leads me to believe it isn't a statistical issue with using the fitted values.

robjhyndman and others added 30 commits July 18, 2015 10:57
added more useful badges on README
fixed issue112 bug. Checks whether the data is univariate time series
When running a VAR with exogenous variables, one needs to provide the `dumvar`argument to `predict.varest`. Therefore, I just added the `...` to the `predict` function it can pass `dumvar`.
@robjhyndman
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Only that I haven't tested it. It should work ok though. Feel free to test it out and submit a pull request.

robjhyndman added a commit that referenced this pull request Aug 16, 2015
Accuracy for tbats/bats objects
@robjhyndman robjhyndman merged commit 079c093 into enhancement Aug 16, 2015
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4 participants