0
$\begingroup$

I'm using prof Hyndman's fpp2 package in R to generate dynamic regression model with auto.arima. I want to see the R2, but it's not shown in the summary output. Just wonder it's not an important metric in dynamic regression? is it possible to quickly generate it?

thank you all.

enter image description here

$\endgroup$
0
$\begingroup$

Per Hyndman, R-squared is not well defined for time series models. See How can I calculate the R-squared of a regression with arima errors using R?.

| cite | improve this answer | |
$\endgroup$

Not the answer you're looking for? Browse other questions tagged or ask your own question.