Getting MAE from Holt-Winters

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bcdm3w
Posts: 10
Joined: Thu Apr 22, 2010 9:38 pm

Getting MAE from Holt-Winters

Postby bcdm3w » Thu Apr 22, 2010 9:55 pm

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.

EViews Gareth
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Re: Getting MAE from Holt-Winters

Postby EViews Gareth » Fri Apr 23, 2010 8:09 am

You can use the @mae function to calculate the mean absolute error between two series.

bcdm3w
Posts: 10
Joined: Thu Apr 22, 2010 9:38 pm

Re: Getting MAE from Holt-Winters

Postby bcdm3w » Sat Apr 24, 2010 9:18 am

Where do I type in @mae?

EViews Gareth
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Re: Getting MAE from Holt-Winters

Postby EViews Gareth » Sat Apr 24, 2010 11:28 am

See my response in your other thread


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