IRIS Toolbox Reference Manual

## fmse

Forecast mean square error matrices

#### Syntax

    [M,X] = fmse(V,NPer)
    [M,X] = fmse(V,Range)

#### Input arguments

- `C` [ VAR ] - VAR object for which the forecast MSE matrices will be computed.

- `NPer` [ numeric ] - Number of periods.

- `Range` [ numeric ] - Date range.

#### Output arguments

- `M` [ numeric ] - Forecast MSE matrices.

- `X` [ dbase | tseries ] - Database or tseries with the std deviations of individual variables, i.e. the square roots of the corresponding diagonal elements of `M`.

#### Options

- `'output='` [ `'namedmat'` | `'numeric'` ] - Return matrix `M` as either namedmat object (matrix with named rows and columns) or plain numeric array.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.