@mse |

Mean of square error (difference) of two series.

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

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

x: series

y: series

s: (optional) sample string or object

Return: number

EViews will use the current or specified workfile sample.

Examples

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

= @mse(yf, y)

returns the MSE between the series y and its forecast.

Cross-references