Unit 31 ASE

tswase <- function(vec, ..., ahead) {
    f <- fore.arma.wge(vec, ..., n.ahead = ahead)
    ASE <- mean((f$f - vec[(length(vec) - (ahead - 1)):(length(vec))])^2)
    res <- list(fore = f, ASE = ASE)
    return(res)
}
res1 <- tswase(vec = llynx, phi = c(1.3, -0.7, 0.1, -0.2), ahead = 12, lastn = T, 
    limits = F)

library(pander)
res2 <- tswase(vec = llynx, phi = c(0.7, 0.1, -0.2, -0.3), theta = -0.6, ahead = 12, 
    lastn = T, limits = F)

pander(res1)
pander(res2)

• fore:

  • f: 3.004, 3.366, 3.512, 3.442, 3.204, 2.885, 2.602, 2.446, 2.459, 2.619, 2.859 and 3.092
  • ll: 2.566, 2.647, 2.673, 2.577, 2.336, 1.968, 1.597, 1.375, 1.366, 1.526, 1.749 and 1.941
  • ul: 3.442, 4.085, 4.352, 4.308, 4.072, 3.803, 3.607, 3.518, 3.551, 3.711, 3.97 and 4.244
  • resid: 0, 0, 0, 0, 0.06725, 0.1617, 0.1344, 0.3362, 0.1412, 0.1288, -0.2401, -0.2215, 0.5252, -0.1463, -0.08944, 0.3955, -0.3528, 0.2023, -0.1965, -0.2777, -0.05285, -0.4227, 0.1478, -0.04402, -0.1883, -0.2188, 0.007712, -0.07248, -0.3206, -0.1166, 0.2116, -0.2759, 0.1905, -0.01071, 0.1089, 0.02447, 0.01511, 0.03496, -0.2208, 0.007828, 0.04624, -0.03276, 0.1647, 0.1242, 0.04974, 0.2505, -0.1074, -0.363, 0.1281, 0.483, -0.2486, 0.3216, -0.01041, -0.08519, 0.1721, -0.1402, -0.008932, -0.2007, 0.00302, -0.01021, 0.09193, -0.1408, 0.2258, -0.09438, 0.2757, -0.1359, -0.412, -0.2504, -0.08081, -0.1047, -0.4328, -0.08309, -0.4431, 0.06305, 0.03913, -0.2203, -0.5617, -0.2877, 0.4101, 0.1424, -0.05529, -0.08196, 0.2306, 0.2021, 0.0926, 0.1474, 0.1429, -0.2628, 0.5179, 0.2648, 0.1174, 0.1811, 0.08981, 0.05521, 0.277, 0.3812, -0.476, -0.365, 0.2874, -0.1236, -0.0284, -0.3039, 0.04991, -0.04449, 0.04913, -0.01834, -0.01367, -0.1218, 0.288, 0.1588, 0.1261, 0.1003, 0.1658 and 0.1326
  • wnv: 0.05002
  • se: 0.2237, 0.3668, 0.4285, 0.4415, 0.4427, 0.4681, 0.5127, 0.5468, 0.5576, 0.5576, 0.5664 and 0.5877
  • psi: 1.3, 0.99, 0.477, -0.1429, -0.6807, -0.9351, -0.8489, -0.4885, 0.00185, 0.4465, 0.7 and 0.6954

• ASE: 0.1103

• fore:

  • f: 2.923, 3.257, 3.376, 3.357, 3.192, 2.95, 2.733, 2.595, 2.575, 2.663, 2.815 and 2.976
  • ll: 2.489, 2.544, 2.54, 2.476, 2.311, 2.039, 1.756, 1.557, 1.511, 1.598, 1.744 and 1.882
  • ul: 3.357, 3.969, 4.213, 4.238, 4.073, 3.862, 3.709, 3.633, 3.638, 3.728, 3.886 and 4.07
  • resid: 0, 0, 0, 0, 0.03173, 0.192, 0.1324, 0.3168, 0.1114, 0.102, -0.2995, -0.2346, 0.4979, -0.1032, -0.08355, 0.354, -0.2599, 0.1759, -0.2375, -0.2209, -0.1402, -0.3697, 0.1473, -0.02132, -0.1114, -0.2381, 0.07028, -0.05577, -0.3099, -0.1463, 0.2225, -0.2556, 0.1787, -0.018, 0.1755, -0.022, 0.05216, 0.0001507, -0.2203, -0.01963, 0.03829, -0.01013, 0.1514, 0.1459, 0.06813, 0.2341, -0.1108, -0.3849, 0.07767, 0.5014, -0.2366, 0.2809, -0.02308, -0.01238, 0.09503, -0.09576, -0.03411, -0.229, 0.02378, -0.02486, 0.13, -0.1462, 0.2542, -0.09775, 0.3021, -0.1893, -0.3908, -0.3238, -0.03664, -0.08252, -0.4048, -0.04694, -0.3817, 0.1381, 0.04056, -0.1509, -0.6192, -0.2778, 0.4174, 0.1901, -0.06197, -0.1104, 0.2769, 0.2086, 0.0845, 0.09404, 0.1203, -0.2961, 0.4802, 0.252, 0.152, 0.09705, 0.1274, 0.03258, 0.2512, 0.3599, -0.5004, -0.4197, 0.2618, -0.03989, -0.0322, -0.3143, 0.1308, -0.04089, 0.09771, -0.05833, -0.0001889, -0.16, 0.2836, 0.1434, 0.1389, 0.05759, 0.1862 and 0.1157
  • wnv: 0.0491
  • se: 0.2216, 0.3634, 0.4268, 0.4495, 0.4495, 0.465, 0.4983, 0.5295, 0.5426, 0.5434, 0.5464 and 0.5582
  • psi: 1.3, 1.01, 0.637, -0.0131, -0.5375, -0.8079, -0.8078, -0.5348, -0.1323, 0.2578, 0.5165 and 0.5743

• ASE: 0.111