When I run Holt-Winters Additive & Multiplicative Seasonality tests, I get a Sum of Squared Residuals and a Root Mean Squared Error.
However, I need to get a MAE. How can I manipulate the data to get this? Also, my residuals did not store. For some reason, it says NA, even after I run the tests.
Thanks again for all your help.
Getting MAE from Holt-Winters
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EViews Gareth
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Re: Getting MAE from Holt-Winters
You can use the @mae function to calculate the mean absolute error between two series.
Re: Getting MAE from Holt-Winters
Where do I type in @mae?
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EViews Gareth
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Re: Getting MAE from Holt-Winters
See my response in your other thread
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