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Mean Absolute Percent Error

Posted: Fri Feb 06, 2009 9:06 am

by cmgconsulting

Is there an easy way to calculate the Mean Absolute Percent Error (MAPE) for all my models?

Re: Mean Absolute Percent Error

Posted: Fri Feb 06, 2009 9:17 am

by EViews Gareth

Not automatically, but its a trivial calculation. Something like:

Code: Select all


equation e1.ls y c x1 x2 x3
e1.fit yf

scalar MAPE = @sum(@abs((y-yf)/y))/e1.@regobs