@rmse |

Root of the mean of square error (difference) between series.

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

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

x: series

y: series

s: (optional) sample string or object

Return: number

Examples

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

= @rmse(yf, y)

returns the RMSE between the series y and its forecast.

Cross-references