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How compare different Root mean square forecast error

Posted: Thu Oct 20, 2011 10:53 am
by Veuve
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

Re: How compare different Root mean square forecast error

Posted: Thu Oct 20, 2011 1:10 pm
by EViews Gareth
There is an @rmse function that you can use.