EViews.com

All of the forecast evaluation type statistics (@rmse, @mse, @mape, @smape, @theil) work as: !mystat = @theil(y_actual, y_forecast) where y_* are series objects. Hi Gareth, I am trying to write following command for Theil. Could kindly you tell me what mistake is in this? THEIL=@sqrt(RMSE)/@sqrt({%...

Hello, I understand this must be a very simple question but I am in the learning phase and I badly need your help.

kindly help!

EViews Gareth wrote:You don't appear to be storing the theil statistic anywhere.

Where should I store the statistics ideally?
Am I missing something here?

HORIZON h=1 h=2 h=3 h=4
Bias 0.522 1.026 1.434 1.591
MSE 3.136 5.300 8.923 12.197
RMSE 1.771 2.302 2.987 3.492
SE 1.692 2.061 2.620 3.109
MAE 1.486 2.000 2.466 2.525
MAPE 0.664 1.051 0.910 0.648
THEIL 0.000 0.000 0.000 0.000

This is my result window.

Hello Gareth, thank you for help.

I did post the command but was unable to generate the result. Following is the command file. Kindly let me know where am I making mistake.



Gareth, I am very new to the command program, so kindly help me out this.

Thanks,
Saakshi

Hello everyone, Can someone really help me out? I badly need help! I am doing out-of-sample forecast. Following is my program: gg_outsmpl.prg As a forecast evaluation test, I also want to check the Theil statistics. I have tried with @theil command but is unable to find the appropriate result. Pleas...

Hi, I an trying to forecast a series using equation. Following the guide book, I am able to forecast the series but I am unable to understand the difference between in-sample and out-sample forecast. So far to my understanding in-sample forecast has estimation period equivalent to the forecast perio...

Hi Gareth,

As you mentioned static forecast means 1 step ahead. What about 4 step ahead forecast?

thanks,
Saakshi

Thanks. I need one more explanation. I used TSLS for an estimation and then followed regressor endogeneity test that is Durbin-Wu-Hausman. My regressor turns out to be endogenous as the null hypothesis is accepted. So far this means that the regressor is endogenous, so in this case can I go back and...

Hi,

I need to perform Durbin-Wu-Hausman Test for an OLS estimate. The null hypothesis is "OLS estimators are consistent". Can you please help me getting some code on this or any idea.

thanks

Please help me with this problem. I am stuck here. Kindly help.

Hi, I want to forecast CPI from 1996Q1 to 2016Q1. My data of CPI is for the same period. I am actually looking for E_t(CPI_t+1) i.e future inflation for every quarter from 1996Q1 to 2016Q1. This forecasting I need to do is by ARIMA 1 quarter that is it will cover one quarter and another by ARIMA 4 q...

Hi, I need to forecast a series using ARIMA procedure. So far I have regress the arima equation and is able to do the forecast. But my problem start when I want to forecast the series at 1 and 4 quarter. Actually I have to get an inflation expectation series which is forecasted at 1 quarter and 4 qu...

Thank you startz.

Thanks startz. And also how to calculate c(3) standard error?