Fitted Values

[saumya-verma-DS]

After using the forecastr on train data, I want to check what my fitted values were to get rmse's. How can I check that.

[JavierEscobarOrtiz]

Hello @saumya-verma-DS

If you are using a ForecasterSarimax you can check:

https://skforecast.org/latest/user_guides/forecasting-sarimax-arima#prediction-on-training-data-in-sample-predictions

For the rest of the forecasters use:

https://skforecast.org/latest/user_guides/autoregresive-forecaster#prediction-on-training-data

Hope it helps!

[saumya-verma-DS]

Actually I have used ForecasterAutoReg with Random forest regressor

On Mon, 11 Mar, 2024, 13:46 Javier Escobar Ortiz, @.***> wrote:

Hello @saumya-verma-DS https://github.com/saumya-verma-DS

If you are using a ForecasterSarimax you can check:

https://skforecast.org/latest/user_guides/forecasting-sarimax-arima#prediction-on-training-data-in-sample-predictions

For the rest of the forecasters use:

https://skforecast.org/latest/user_guides/autoregresive-forecaster#prediction-on-training-data

Hope it helps!

— Reply to this email directly, view it on GitHub https://github.com/JoaquinAmatRodrigo/skforecast/issues/655#issuecomment-1987844053, or unsubscribe https://github.com/notifications/unsubscribe-auth/BFVDQLQF4PW5VFMQUMKLOEDYXVR6BAVCNFSM6AAAAABEPYAOWGVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTSOBXHA2DIMBVGM . You are receiving this because you were mentioned.Message ID: @.***>