[R] Calculating AIC and BIC for Time Series Models

[Paul Bernal]

Dear friends,

I have been fitting some TS models from the forecast package like ets(),
ses(), hw(), HoltWinters(), stlf(), bats() and tbats(), however, when
trying to use the AIC and BIC functions, I receive the following error
message:

Error in UseMethod("logLik") :
  no applicable method for 'logLik' applied to an object of class "forecast"

Yes, the message is clear, those functions cannot be applied to objects
from the forecast class. However, I would like to know if there is a way to
assess the goodness of fit for this models that is somewhat equivalent to
AIC and BIC, or of there is any other function that could help me in the
model selection stage, other than computing MASE, MAPE, etc.

Any help and or guidance will be greatly appreciated.

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