Search found 4 matches

by tvpvar
Fri Sep 05, 2014 2:22 pm
Forum: Add-in Support
Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
Replies: 32
Views: 72129

Re: DMtest - Diebold-Mariano Forecast Evaluation Test

The DM test is supposed to be a model-free test for comparing 2 forecast paths. It would be better if the menu allows the option to select a forecast path instead of an equation. That way, a model-based forecast can be compared to a forecast coming from surveys.
by tvpvar
Thu Sep 04, 2014 8:27 am
Forum: Bug Reports
Topic: BVAR make model
Replies: 3
Views: 3587

Re: BVAR make model

It's as of Jun 19 2013. I saw a previous post which had the same problem and all I need is to update to the latest build. However, I'm using EViews from the university's library and updating is disabled. I've already emailed our IT office regarding this matter but I guess it will take some time befo...
by tvpvar
Thu Sep 04, 2014 7:37 am
Forum: Bug Reports
Topic: BVAR make model
Replies: 3
Views: 3587

Re: BVAR make model

Just an update, I tried estimating the BVAR and creating the model object using the drop-down menus. When I name the BVAR object before creating the model, the same problem occurs. However, when I let the BVAR object remain unnamed, all the coefficients in the BVAR are copied in the model object. So...
by tvpvar
Thu Sep 04, 2014 7:32 am
Forum: Bug Reports
Topic: BVAR make model
Replies: 3
Views: 3587

BVAR make model

Dear EViews Mods, Using the attached workfile, I estimated a BVAR and created a model object with the intention of using the model for forecasting. I used the following commands: smpl @all var mvar.bvar(prior=lit, initcov=full, l1=0.1, l2=0.1, l3=0.5) 1 1 y d(p) d(i) mvar.makemodel(mod) However, upo...

Go to advanced search