[F,List,D] = fmse(M,NPer,...)
[F,List,D] = fmse(M,Range,...)
M
[ model ] - Model object for which the forecast MSE matrices will be computed.
NPer
[ numeric ] - Number of periods.
Range
[ numeric ] - Date range.
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
.
'matrixFmt='
[ 'namedmat'
| 'plain'
] - Return matrix F
as either a namedmat
object (i.e. matrix with named rows and columns) or a plain numeric array.
'select='
[ @all
| char | cellstr ] - Return FMSE for selected variables only; @all
means all variables.