> library(forecast)
>
> fcst <- forecast(auto.arima(AirPassengers[1:132]),h=12)
> accuracy(fcst$mean,AirPassengers[133:144])
               ME     RMSE     MAE       MPE     MAPE
Test set -15.3857 53.35746 45.6625 -4.632225 9.647511
> accuracy(fcst$mean[1],AirPassengers[133])
                ME     RMSE      MAE       MPE     MAPE
Test set -8.570209 8.570209 8.570209 -2.055206 2.055206
> accuracy(fcst$mean[12],AirPassengers[144])
                ME     RMSE      MAE       MPE     MAPE
Test set -38.26647 38.26647 38.26647 -8.857979 8.857979