The Root Mean Squared Forecast Error (RMSFE)is Defined as A \sqrt

Short Answer

The root mean squared forecast error (RMSFE)is defined as a. $\sqrt { E \left[ \left| Y _ { T } - \hat { Y } _ { T \mid T - 1 } \right| \right] }$ .
b. $\sqrt { E \left[ \left( Y _ { T + 1 } - \hat { Y } _ { T + 1 T } \right) ^ { 2 } \right] }$ .
c. $\sqrt { \left( Y _ { T } - \hat { Y } _ { T \mid T - 1 } \right) ^ { 2 } }$ .
d. $\sqrt { E \left[ \left( Y _ { T } - \hat { Y } _ { T \mid T - 1 } \right) \right] }$ .