Utility Package
UTLSTAT Methods
UTLSTAT.Collect Method
utlstatCollect rc=obj.Collect;
(Actual, Predicted, <Nparms>)
Computes and collects forecast fit statistics for an ad hoc pair of specified actual time series and predicted time series. Each call collects a single row into the UTLSTAT CAS table, which contains all the forecast fit statistics that are listed in Table 7. A negative return value indicates that an error occurred either during the computation of the forecast fit statistics or while storing results into a CAS table. The values of the forecast fit statistics computed by this method are sensitive to the value of optional parameter Nparms, which specifies the number of parameters that were used by the model that generated the predicted time series.
Input Arguments
You must specify the following input arguments:
- Actual
specifies a numeric array that corresponds to the actual time series.
- Predicted
specifies a numeric array that corresponds to the predicted time series.
You can also specify the following input argument:
- Nparms
takes a numeric value that specifies the number of parameters used by the model that generated the predicted series. The default value is 0.