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@afonsosm unfortunately, tscval is not under active maintenance. I've recorded this feature request (https://github.com/jameslamb/ML4EVIEWS/issues/4) but I don't know when I'll be able to get to it. You are welcome to contribute it, or to add any details to that liked issue to explain the desired fu...

Hello afonsosm , thanks for using tscval! tscval does not currently allow you to retrieve all of the out of sample forecasts , but you can get matrices of all of the errors by specifying option KEEP_MATS=t . I say matrices (plural) because you'll get one for each type of error. If you choose an erro...

v1.1.3 (Nov 23, 2016):

[1] Fixed bug in which users trying to run tscval on legacy EViews version (pre EV9) were getting a cryptic error message.

Thanks to Eric Lascelles for reporting this.

v1.1.2 (Aug 10, 2016): [1] Added "VAR_FORM" option for the equation proc, to allow users the option to see error stats for dependent variable specified by expression (default in tscval is to use dependent variable with transformation removed) Thanks to Yakup Kutsal Koca for suggesting this...

v1.1.1 (July 26, 2016): [1] Added tscv_score, a proc for scoring the error vector generated from tscval() (move to v1.1.* reflects this addition) [2] Added documentation for tscv_score in tscval.pdf [3] Fixed minor bug referencing an empty string in assigning a temporary name to the matrix of foreca...

v1.0.6 (July 19, 2016):

[1] Added "keep_mats" option to the equation proc to allow users to view matrices of raw forecasts and errors.

v1.0.5 (June 20, 2016):

[1] Added "mean forecast error" (MFE) and "median forecast error" (medFE) to the list of error options.

Another small update:

v1.0.4 (June 1, 2016):

[1] Added median squared percentage error (medSPE) to the list of error options.

An update this week:

v1.0.3 (May 31, 2016):

[1] Added median squared error (medSE) to the list of error options
[2] Fixed a small bug. A bit of code was referencing the nonexistent @med() function instead of @median().

Two minor updates in the last week: v1.0.1 (April 4, 2016): [1] Fixed a bug in the VAR proc that was causing tscval to try to set the sample outside the workfile range for users performing cross-validation up to the edge of the workfile range. v1.0.2 (April 8, 2016) [2] Fixed a bug in the VAR and EQ...

This thread is about the tscval add-in. The add-in performs time-series cross validation (rolling out-of-sample accuracy assessment). It is intended to be used to evaluate competing specifications for equation and VAR objects. The add-in returns table and vector objects with error estimates at diffe...

No worries. Thanks Gareth.

Hello, Is there a way to get the current logmode in a string variable? When I write helper programs to exec into larger projects, I like to write them in a way that leaves the workfile as they found it, and I also like to allow myself the option to pass in the program option "quiet" to sup...

Ha of course, totally understandable. Keep your magic to yourself and I will invent my own.

I thought as much but figured it couldn't hurt to ask. Thanks Gareth.

Cheers,

-James