@mae |

Mean of absolute error (difference) between series.

Computes the mean of the absolute difference between x and y.

Syntax: @mae(x, y, [s])

x: series

y: series

s: (optional) sample string or object

Return: series

EViews will use the current or specified workfile sample.

Examples

Let yf denote in-sample forecasts for the series y. Then

= @mae(yf, y)

returns the MAE between the series y and its forecast.

Cross-references