Search found 3 matches
- Wed Aug 05, 2015 8:40 am
- Forum: Programming
- Topic: Why MAE and RMSE are the same
- Replies: 5
- Views: 4680
Re: Why MAE and RMSE are the same
The result I obtained from the programming is a little strange, can I do the forecast from the menu after finish the regression. It is much simpler and the result seems to be more satisfied.
- Wed Aug 05, 2015 8:32 am
- Forum: Programming
- Topic: Why MAE and RMSE are the same
- Replies: 5
- Views: 4680
Re: Why MAE and RMSE are the same
Thanks for your reply. This is a recursive window forecasting. If I want to forecast 1 step ahead from 2005m01 to 2015m12, then how to modify the program? Will the forecast in menu have the same result of programming? Besides that, I use the data from prediction and compare it with actual data and c...
- Wed Aug 05, 2015 7:58 am
- Forum: Programming
- Topic: Why MAE and RMSE are the same
- Replies: 5
- Views: 4680
Why MAE and RMSE are the same
Hello all, I am doing recursive window to forecast stock return. After obtain predictions, I use RMSE, MAE, MAPE, Theil to evaluate the performance. But I found that the results of MAE and RMSE are totally the same, and some of Theil value is 1. I do not know whether these are correct? Could anyone ...