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Accuracy of mean forecast ?

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Accuracy of mean forecast ?

Postby jonathanb » Tue Aug 24, 2010 9:19 pm

Hello all,
is someone knows how to verify the accuracy of the "mean forecast" output of Dynare ?

More generaly, how to compare 2 mean forecasts dynare's ouput ?

Thanks
Jonathan
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Re: Accuracy of mean forecast ?

Postby jonathanb » Fri Aug 27, 2010 12:39 am

rmse ?
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Re: Accuracy of mean forecast ?

Postby jonathanb » Sat Aug 28, 2010 9:36 pm

It's not rmse because I have the same for all of my models (same dataset).

Is someone have an answer ?

Sincerly
Jonathan
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