[R] Off topic: S.E. for cross validation

[Gad Abraham]

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: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham