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Getting MAE from Holt-Winters

Posted: Thu Apr 22, 2010 9:55 pm
by bcdm3w
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.

Re: Getting MAE from Holt-Winters

Posted: Fri Apr 23, 2010 8:09 am
by EViews Gareth
You can use the @mae function to calculate the mean absolute error between two series.

Re: Getting MAE from Holt-Winters

Posted: Sat Apr 24, 2010 9:18 am
by bcdm3w
Where do I type in @mae?

Re: Getting MAE from Holt-Winters

Posted: Sat Apr 24, 2010 11:28 am
by EViews Gareth
See my response in your other thread