PredictionErrors Members

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Properties

MSE (of type Double)	Mean squared error
POCD (of type Double)	Prediction of correct direction
POCID (of type Double)	Prediction of change in direction
UTHEIL (of type Double)	Theil's U statistic assesses predictive accuracy relative to a naive no-change model. It is unitary when the MSFE (mean absolute forecast error) equals the mean square error of naive no-change forecasts, and it is greater than 1.0 if predictions are less accurate than no-change forecasts.

Manual

PredictionErrors

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Download Manual in CHM or PDF format

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.