I am a beginner in the whole forecasting/regression/time-series topic. While reading "Forecasting: principles and practice" from Rob J Hyndman and George Athanasopoulos i found something strange.
library(fpp) test <- tslm(ausbeer ~ trend+season) #summary(test) #plot(ausbeer, col='grey') #lines(fitted(test), col='red') AIC(test) > 2327.316 CV(test) CV AIC AICc BIC AdjR2 3582.0767318 1728.5234412 1728.9352059 1748.6345900 0.5377408
Why is there a difference in the AIC values (Akaike's Information Criterion)? As far as i understood
AIC(test) and the AIC value in the
CV(test) should be the same.