# Ceteris Lab downloadable Python script
# Course: Fundamentals of Python for Financial Econometrics

import numpy as np
rng=np.random.default_rng(35); pred=rng.normal(100,10,300); actual=pred+rng.normal(0,5,300)
err=actual-pred
print('mean error',err.mean()); print('RMSE',np.sqrt(np.mean(err**2))); print('90% empirical error interval',np.quantile(err,[.05,.95]))