R: Cross-validation statistic

CV {forecast} | R Documentation

## Cross-validation statistic

### Description

Computes the leave-one-out cross-validation statistic (also known as PRESS – prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model.

### Usage

    CV(obj)

### Arguments

`obj` | output from `lm` or `tslm`

### Value

Numerical vector containing CV, AIC, AICc, BIC and AdjR2 values.

### Author(s)

Rob J Hyndman

### See Also

`AIC`

### Examples

    y <- ts(rnorm(120,0,3) + 20*sin(2*pi*(1:120)/12), frequency=12)
    fit1 <- tslm(y ~ trend + season)
    fit2 <- tslm(y ~ season)
    CV(fit1)
    CV(fit2)

[Package forecast version 8.4 Index]