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st: FW: Forecast Evaluation


From   tom smith <tom_smith_tomm@hotmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: FW: Forecast Evaluation
Date   Wed, 21 Nov 2012 16:58:32 +0000

Dear all, 

I have a question, I would like to evaluate the results of a 
forecasting. Normally this is done by using: 
*Root Mean Squared Error 
*Mean Abslolute Error 
*Mean Absolute Percentage Error 
 
Now I was wondering how I can do this in stata.. I found a pacage to do 
the RMSE and there exist "dmariano" that will give you the other 2 if 
you need to choose between models. But is their a way of just 
calculating all three of them? 

Sincerely, 
Tom Smith
 		 	   		  
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