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Accuracy of an estimator is the degree of closeness of the estimates to the true value. For a classifier, accuracy is the proportion of correct classifications. (This second usage is not good practice. See the tag wiki for a link to further information.)

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How to compare two VAR time series models in R?

My query is how can I compare those two models based on any kind of metrics like forecasting power :accuracy / f-1 score or something which can tell that 1st model is say 70% better than the second model …
Faroque Ahmed's user avatar