[F,List,D] = fmse(M,NPer,...)
[F,List,D] = fmse(M,Range,...)
M
[ model ] - Model object for which the forecast MSE matrices will be computed.
NPer
[ numeric ] - Number of periods.
Range
[ numeric ] - Date range.
F
[ numeric ] - Forecast MSE matrices.
List
[ cellstr ] - List of variables in rows and columns of M
.
D
[ dbase ] - Database with the std deviations of individual variables, i.e. the square roots of the diagonal elements of F
.
'output='
[ 'namedmat'
| 'numeric'
] - Output matrix M
will be either a namedmat object or a plain numeric array; if the option 'select='
is used, 'output='
is always 'namedmat'
.
'select='
[ cellstr | Inf
] - Return FMSE for selected variables only; Inf
means all variables. The option does not apply to the output database D
.