fmse (Model)
Forecast mean square error matrices.
Syntax
[F, List, D] = fmse(M, NPer, ...)
[F, List, D] = fmse(M, range, ...)
Input arguments
M [ model ]
Model object for which the forecast MSE matrices will be computed.
NPer [ numeric ]
Number of periods.
range [ numeric | char ]
Date range.
## Output Arguments
F [ namedmat | numeric ]
Forecast MSE matrices.
List [ cellstr ]
List of variables in rows and columns of
M.
D [ dbase ]
Database with the std deviations of individual variables, i.e. the square roots of the diagonal elements of
F.
## Options ##
'MatrixFormat=' [ 'namedmat' | 'plain' ]
Return matrix
Fas either anamedmatobject (i.e. matrix with named rows and columns) or a plain numeric array.
'Select=' [ @all | char | cellstr ]
Return FMSE for selected variables only;
@allmeans all variables.