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

For those who are interested in: <hansl> function matrix FcStat(series y, series fc) list all = y fc if sum(missing(all)) print "--FcStat(): 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) out[4] = meanc(100*{ey}) # contains only valid values # MAPE series ey = abs(e/y) ey = misszero(ey) out[5] = meanc(100*{ey}) # Theil's U scalar T = nobs(fc) series num = ( (fc-y)/y(-1) )^2 num = misszero(num) num[1] = NA scalar mnum = sqrt( (1/T)*sumc({num}) ) series den = ( (y-y(-1)) / y(-1) )^2 den = misszero(den) mden = sqrt( (1/T)*sumc({den}) ) out[6] = mnum/mden return out end function </hansl> Artur Am 16.04.2016 um 12:06 schrieb Artur T.: