标题: Quant: SEE and RMSE [打印本页] 作者: strikethree 时间: 2013-4-29 07:29 标题: Quant: SEE and RMSE
Since
SEE = MSE^0.50
And
RMSE = MSE^0.50
Mathmetically, SEE = RMSE, but why are they named differently? In time series, RMSE is used to compare different AR models to see which ones are best specified for predicting out-of-sample forecasts. Is SEE specific to in-sample forecasts?作者: mfleming1983 时间: 2013-4-29 07:31
SEE: in-sample.
RMSE: out-of-sample.
In either case, the smaller the value, the better the model.
