r - How to check accuracy() in VAR model and How to determine right seasonality( is there a function)

Question

How to check accuracy() in VAR model and How to determine the right seasonality( is there a function) I am trying to create a VAR model. I have monthly data

Var_model <- VAR(cb, p = 1, type = "both", season = 12, exog = NULL)

I put season=12 by default since my data is monthly. How to determine seasonality?

mstl decomposition graphics

peca

waln

almo

pean

Here is the main problem. How to run accuracy() in var model?

forecast <- predict(Var_model, n.ahead = 24, ci = 0.95)
accuracy(forecast$fcst[[1]][,"fcst"], almo)

Here I think I am following procedure. accuracy(forecast, data) but still getting an error

Error in testaccuracy(object, x, test, d, D) : Not enough forecasts. Check that forecasts and test data match

question from:https://stackoverflow.com/questions/65883504/how-to-check-accuracy-in-var-model-and-how-to-determine-right-seasonality-is

Answer 1

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