summing multiple series
Posted: Sat Jan 10, 2015 12:00 pm
Hello all,
I have a question that seems very simple in nature, but I can't seem to find the right command despite my search efforts. At the moment I have a number of forecasts generated in a loop and weighted them according some function of the MSE (not important). I now want to create a new series that is equal to the sum of the seperate weighted forecasts.
The problem here is in the fourth line. The series f5_combined_MSE contains the same incorrect constant over all observations, while if I write the sum out myself the resulting series is correct. It's probably just a wrong command used here, but I can't find the right one. Hopefully some of you can help me out.
Kind regards,
Etienne
I have a question that seems very simple in nature, but I can't seem to find the right command despite my search efforts. At the moment I have a number of forecasts generated in a loop and weighted them according some function of the MSE (not important). I now want to create a new series that is equal to the sum of the seperate weighted forecasts.
Code: Select all
series f5_var56_!i = series_5_0
series f5sqe_var56_!i = (series_5_0 - series_5)^2
series f5_weighted_MSE_!i = f5_var56_!i * MSE_5(!i,3)
series f5_combined_MSE = @sum(f5_weighted_MSE_!i)
Kind regards,
Etienne