# Goodness of fit time series forecasting

I forecasted/simulated a time series with a n step ahead forecast (n-ahead = 250) with 4 different time series models. Now I want to test, which of these models fits the best for the data.

All I found were methods, were we need the actual future values to compare (e.g RMSE, $R^2$ etc.). Are there techniques to test for a goodness of fit without these future values? Also I am interested in methods to compare the different forecasts.