Re: [Gretl-users] issue with fctstats()

Am 15.04.2016 um 11:28 schrieb Artur T.: I hope this is what we're talking about: <hansl> function matrix otherfcstats(series y, series fc) list all = y fc if sum(missing(all)) print "--otherfcstats(): found missings, aborting" return {1} endif matrix mtemp = fcstats(y,fc) # Root mean square error, mean abs. error matrix out = sqrt(mtemp[2]) | mtemp[3] # now the manual TheilU calculation matrix my = {y} matrix mfc = {fc} numerator = sqrt(mean((my-mfc).^2)) denom = sqrt(mean(mfc.^2)) + sqrt(mean(my.^2)) matrix out |= numerator/denom return out end function </hansl> hth, sven