This function computes MSE given prediction result versus evaluation set.
mse(x, y, ...)# S3 method for predbvhar
mse(x, y, ...)
# S3 method for bvharcv
mse(x, y, ...)
MSE vector corresponding to each variable.
Forecasting object
Test data to be compared. should be the same format with the train data.
not used
Let \(e_t = y_t - \hat{y}_t\). Then $$MSE = mean(e_t^2)$$ MSE is the most used accuracy measure.
Hyndman, R. J., & Koehler, A. B. (2006). Another look at measures of forecast accuracy. International Journal of Forecasting, 22(4), 679-688.