IRIS Toolbox Reference Manual

## fmse

Forecast mean square error matrices

#### Syntax

    [F,List,D] = fmse(M,NPer,...)
    [F,List,D] = fmse(M,Range,...)

#### Input arguments

- `M` [ model ] - Model object for which the forecast MSE matrices will be computed.

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

- `Range` [ numeric ] - Date range.

#### Output arguments

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

- `List` [ cellstr ] - List of variables in rows and columns of `M`.

- `D` [ dbase ] - Database with the std deviations of individual variables, i.e. the square roots of the diagonal elements of `F`.

#### Options

- `'output='` [ `'namedmat'` | `'numeric'` ] - Output matrix `M` will be either a namedmat object or a plain numeric array; if the option `'select='` is used, `'output='` is always `'namedmat'`.

- `'select='` [ cellstr | `Inf` ] - Return FMSE for selected variables only; `Inf` means all variables. The option does not apply to the output database `D`.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.