How to decide the forecasting method from ME, MAD, MSE and SDE?

[hikmatyar]

how to decide the forecasting method from the ME, MAD, MSE, SDE?
for example, there is 4 methods that will be decide.
but, the value won't be always greater or smaller among the error of each other.
so, how can I decide the method of that forecast methods?

[zmbd]

Honey U Got'Some Reading to do....

Attached: https://brown.edu/Departments/Econom...03-5_paper.pdf

Rule one of stats - Define the question and the null hypothesis
Rule two of stats - Define the Population

You have done neither; thus, You need to do some reading. Without the actual data set that you are reviewing your question has no context.