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Cross-validation statistic

Source: R/lm.R
CV.Rd

Computes the leave-one-out cross-validation statistic (the mean of 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.

See also

AIC

Author

Rob J Hyndman

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         AIC        AICc         BIC       AdjR2 
#>  10.7275204 285.2056740 289.2056740 324.2305584   0.9537434 
CV(fit2)
#>          CV         AIC        AICc         BIC       AdjR2 
#>  10.6577638 284.6681111 288.1020734 320.9055038   0.9536098