y=[.4 .1 -.1 .4 .2 .2 .2 .2 .8 .6 .6 0 .9 .6 .8 .4 .6 .7 .1 .3 .7 .6 .4 -2.3 2.3 .8 .9 .8 1.3 1]';
T=length(y)-2;t=[1:T]';T0=9;h=1;
truey=y(T0:T);b=1;
yhmhat=zeros(20,1);yrwhat=zeros(20,1);
for t=T0:T
yhmhat(t-T0+1)=(sum(y(1:(t-1),1)))/(t-1);
yrwhat(t)=by(t-1)+brandn
end
yhmhat
x=1:20;
plot(x,yhmhat)
hold on
plot(x,truey)
hold off
MAFEhm=mean(abs(yhmhat-truey))
MSFEhm=mean((yhmhat-truey).^2)
yrwhat
yrwhat(any(yrwhat,2)==0,:)=[]
plot(x,yrwhat)
hold on
plot(x,truey)
hold off
MAFErw=mean(abs(yrwhat-truey))
MSFErw=mean((yrwhat-truey).^2)