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

Thank you Sven! I also wrote down the following little function as an attempt to circumvent the zero-division problem. <hansl> function matrix FcStat(series y, series fc) list all = y fc if sum(missing(all)) print "found missings, aborting" return {1} endif set warnings off matrix out = zeros(6,1) matrix mtemp = fcstats(y,fc) out[1:3] = mtemp[1:3] # These criteria always work fine series e = y-fc # MPE series ey = e/y ey = misszero(ey) matrix out[4] = 100*meanc({ey}) # contains only valid values # MAPE series ey = abs(e)/y ey = misszero(ey) matrix out[5] = 100*meanc({ey}) # Theil's U series num = (e/y(-1))^2 num = misszero(num) num[1] = NA # 1st obs. is NA scalar mnum = mean({num}) series den = ( (y-y(-1)) / y )^2 den = misszero(den) mden = mean({den}) matrix out[6] = mnum/mden return out end function </hansl>s Am 15.04.2016 um 11:44 schrieb Sven Schreiber: > Am 15.04.2016 um 11:28 schrieb Artur T.: >> It would be fine if you would share it. Thanks in advance, Sven. >> > > 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 > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users