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 UID222319 帖子433 主题15 注册时间2011-7-2 最后登录2014-10-24 
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| 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?
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