How compare different Root mean square forecast error

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Veuve
Posts: 9
Joined: Thu Sep 29, 2011 4:24 am

How compare different Root mean square forecast error

Postby Veuve » Thu Oct 20, 2011 10:53 am

Hi all, :twisted:

Series xyz
static forecast: xzy_fs
dynamic forecast: xyz_fd

How do I compare the acuracy of the above mentioned series. There should be a eviews command?!
How can I incorporate the RMSFE correctly?

Regards
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: How compare different Root mean square forecast error

Postby EViews Gareth » Thu Oct 20, 2011 1:10 pm

There is an @rmse function that you can use.
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