@smape |

Symmetric mean absolute percentage error (difference) between series.

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

Syntax: @smape(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

= @smape(yf, y)

returns the SMAPE between the series y and its forecast.

Cross-references