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Calculate RMSE, MAE, MAPE, THEIL

Posted: Wed Oct 04, 2023 12:48 pm
by rafrods
Hello,here i am again ´-´. Ii want to know how to calculate the forecast evaluations indicators like as RMSE, MAE, MAPE, THEIL.

I did 4 forecastings (named mod1, mod2, mod3, mod4) and i would like to use these indicators to choose wich of forecastings i will choose.

My original serie is named folha

Re: Calculate RMSE, MAE, MAPE, THEIL

Posted: Wed Oct 04, 2023 2:10 pm
by EViews Gareth