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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 
#>  11.2586211 290.9296316 294.9296316 329.9545160   0.9504162 
CV(fit2)
#>          CV         AIC        AICc         BIC       AdjR2 
#>  11.1266227 289.8343573 293.2683196 326.0717500   0.9505035