[Gretl-users] Re: Function package fcModels (Sven Schreiber)
Sven,
Yes, I should have provided more details.
Based on two different data sets, both the AutoSES and HoltDES provide
different RMSE figures from those obtained in R's forecast package. The
fcModel figs are consistently lower, and the differences seem to be roughly
of the order magnitude that the fcModel RMSE squared is approx. equal to
the forecast package RMSE.
Attachments:
- attachment.htm (text/html — 1.2 KB)