[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
.