Mean of absolute error (difference) between series.
Computes the mean of the absolute difference between x and y.
Syntax: @mae(x, y, [s])
x: series
y: series
s: (optional) sample string or object
Return: series
EViews will use the current or specified workfile sample.
Examples
Let yf denote in-sample forecasts for the series y. Then
= @mae(yf, y)
returns the MAE between the series y and its forecast.
Cross-references
