Hi, I'm performing (blocked) 10-fold cross-validation of a several time series forecasting methods, measuring their mean squared error (MSE).
I know that the MSE_cv is the average over the 10 MSEs. Is there a way to calculate the standard error as well? The usual SD/sqrt(n) formula probably doesn't apply here as the 10 observations aren't independent. Thanks, Gad -- Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: [EMAIL PROTECTED] web: http://www.ms.unimelb.edu.au/~gabraham ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
