[Rmse,Pe] = rmse(Obs,Pred)
[Rmse,Pe] = rmse(Obs,Pred,Range,...)
Obs [ tseries ] - Input data with observations.
Pred [ tseries ] - Input data with predictions (a different prediction horizon in each column); Pred is typically the outcome of the Kalman filter, model/filter or VAR/filter, called with the option 'ahead='.
Range [ numeric | Inf ] - Date range on which the RMSEs will be evaluated; Inf means the entire possible range available.
Rmse [ numeric ] - Numeric array with RMSEs for each column of Pred.
Pe [ tseries ] - Prediction errors, i.e. the difference Obs - Pred evaluated within Range.