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May 25th, 2016
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  1. data1errors<-function(model)
  2. {
  3.   mse <- 0
  4.   mae <- 0
  5.   mape <- 0
  6.   amape <- 0
  7.   forecast  =  forecast.Arima(model, 5)
  8.   forecast.check <- cbind(data1.xts$index[846:850],forecast$mean)
  9.  
  10.   for (i in 1:5) {
  11.           mse = mse + (forecast.check[i,1] - forecast.check[i,2])^2
  12.           mae  =  mae + abs(forecast.check[i,1] - forecast.check[i,2])
  13.           mape  = mape + abs((forecast.check[i,1] - forecast.check[i,2])/forecast.check[i,1])
  14.           amape  =  abs((forecast.check[i,1] - forecast.check[i,2])/(forecast.check[i,1]+forecast.check[i,2]))
  15.   }
  16.   mse = mse/5
  17.   mae = mae/5
  18.   mape = mape/5
  19.   amape = amape/5
  20.  
  21.   fore_check1 = cbind(mse,mae,mape,amape)
  22.   return(fore_check1)
  23. }
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