The Root Mean Squared Forecast Error (RMSFE)is Defined as
A) $\sqrt { E \left[ \left| Y _ { T } - \hat { Y } _ { T } \right| _ { T - 1 } \mid \right] }$

question 6

Multiple Choice

The root mean squared forecast error (RMSFE) is defined as

• A) \(\sqrt { E \left[ \left| Y _ { T } - \hat { Y } _ { T } \right| _ { T - 1 } \mid \right] }\)
• B) \(\sqrt { E \left[ \left( Y _ { T + 1 } - \left. \hat { Y } _ { T + 1 } \right| _ { T } \right) ^ { 2 } \right] }\)
• C) \(\sqrt { \left( Y _ { T } - \left. \hat { Y } _ { T } \right| _ { T - 1 } \right) ^ { 2 } }\)
• D) \(\sqrt { E \left[ \left( Y _ { T } - \left. \hat { Y } _ { T } \right| _ { T - 1 } \right) \right] }\)

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