Mean Absolute Percent Error

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cmgconsulting
Posts: 38
Joined: Mon Nov 17, 2008 8:25 am

Mean Absolute Percent Error

Postby cmgconsulting » Fri Feb 06, 2009 9:06 am

Is there an easy way to calculate the Mean Absolute Percent Error (MAPE) for all my models?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Mean Absolute Percent Error

Postby EViews Gareth » Fri Feb 06, 2009 9:17 am

Not automatically, but its a trivial calculation. Something like:

Code: Select all

equation e1.ls y c x1 x2 x3 e1.fit yf scalar MAPE = @sum(@abs((y-yf)/y))/e1.@regobs
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