[R] Calculating AIC and BIC for Time Series Models

[David Winsemius]

> 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


> 
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David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law