Dear all,
I am wondering if MAPE and MPE shown in fcstats are incorrectly placed. Please try the following script to compare MAPE and MPE calculated manually and by fcstats.
Thanks
Yi-Nung Yang
<hansl>
nulldata 8
matrix x = {1,2,3,4,5,6,7,8}
matrix xhat={4,4,4,4,4,4,4,4}
series y=x
series yhat=xhat
MAPE=100*sum(abs(y-yhat)/y)/8
MPE=100*sum((y-yhat)/y)/8
mm=fcstats(y,yhat)
print mm
</hansl>