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Fixed RMSE in bvar_forecast 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2010-01-08 09:31:57 +00:00
parent d8f13d4dae
commit e1ac48414c
1 changed files with 2 additions and 2 deletions
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4
matlab/bvar_forecast.m
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@ -11,7 +11,7 @@ function bvar_forecast(nlags)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2007-2008 Dynare Team
% Copyright (C) 2007-2008, 2010 Dynare Team
%
% This file is part of Dynare.
%
@ -142,7 +142,7 @@ if ~isempty(forecast_data.realized_val)
sq_err_cumul = sq_err_cumul + (y - forecast_data.realized_val(t, :)) .^ 2;
end
rmse = sqrt(sq_err_cumul / size(sq_err_cumul, 1));
rmse = sqrt(sq_err_cumul / size(forecast_data.realized_val, 1));
fprintf('RMSE of BVAR(%d):\n', nlags);