Computing error of forecast after rolling window

Stochastic simulations
1

Hallo everyone

I use Dynare 4.5 to conduct the out-of-sample forecast with rolling window
Unfornately, dynare can not compute error of forecast automatically
Is there anyone know how to compute error of forecat manually after confucting the out-of-sample forecast with rolling window in Dynare?

thank you so much for that

Best wishes

2

What are you looking for? If you get the forecasts, you only have to subtract the actual data realization to get the forecast error.

3

Yes, I forget it. Thank you so much for your answer