MSE {TSPred}

MSE error of prediction

Description

The function calculates the MSE error between actual and predicted values.

Usage

MSE(actual, prediction)

Arguments

actual

A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.

prediction

A vector or univariate time series containing time series predictions that are to be compared against the values in actual.

Value

A numeric value of the MSE error of prediction.

Author(s)

Rebecca Pontes Salles

References

Z. Chen and Y. Yang, 2004, Assessing forecast accuracy measures, Preprint Series, n. 2004-2010, p. 2004-10.

See Also

NMSE,MAPE,sMAPE, MAXError

Examples

data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
MSE(SantaFe.A.cont[,1], pred)