FCSTATS: Stata module to compute time series forecast accuracy statistics

Christopher Baum

Statistical Software Components from Boston College Department of Economics

Abstract: fcstats calculates several measures of forecast accuracy for one or two forecast series. The measures include root mean squared error (RMSE), mean absolute error (MAE), mean absolute percent error (MAPE) and Theil's U.

Language: Stata
Requires: Stata version 13
Keywords: time series; forecasting; accuracy; RMSE; MAE; MAPE; Theil's U (search for similar items in EconPapers)
Date: 2017-06-11, Revised 2018-07-14
Note: This module should be installed from within Stata by typing "ssc install fcstats". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/f/fcstats.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fcstats2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fcstats.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458358

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