Search found 137 matches

by miorinnovo
Fri Mar 06, 2015 6:35 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Re: Comparing a forecast to the mean

Ok, and that code gives the RMSE of the mean as a forecaster, and

scalar rmse = @rmse(yf, y)
is to find the RMSE of the forecast?
by miorinnovo
Fri Mar 06, 2015 6:29 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Re: Comparing a forecast to the mean

So I want to compare my forecasts RMSE compared to the RMSE that I would get if I just used the mean as my forecast.
by miorinnovo
Fri Mar 06, 2015 6:27 pm
Forum: Programming
Topic: forecast code
Replies: 2
Views: 778

Re: forecast code

Thank you once again!
by miorinnovo
Fri Mar 06, 2015 6:18 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Re: Comparing a forecast to the mean

Oh, ok. So is it the RMSE of using the mean to forecast though? If so why do we need the forecast variable in there?
by miorinnovo
Fri Mar 06, 2015 5:18 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Re: Comparing a forecast to the mean

Amazing. Thank you both! :D
by miorinnovo
Fri Mar 06, 2015 5:15 pm
Forum: Programming
Topic: forecast code
Replies: 2
Views: 778

forecast code

Me again. Sorry for asking another question today. I was just hoping someone could tell me how to code an equation within the range and then a forecast for the remainder of the range.
by miorinnovo
Fri Mar 06, 2015 5:09 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Re: Comparing a forecast to the mean

Great idea startz, thanks.

EViews Gareth, I tried your code and it says yf is not defined
by miorinnovo
Fri Mar 06, 2015 4:17 pm
Forum: Estimation
Topic: Comparing a forecast to the mean
Replies: 13
Views: 2556

Comparing a forecast to the mean

Can someone tell me how I can compare a forecasts RMSE to the unconditional mean?
by miorinnovo
Fri Mar 06, 2015 2:00 pm
Forum: Programming
Topic: Replacing code automatically
Replies: 1
Views: 680

Replacing code automatically

Is there a command that will replace code in an Eviews program? I plan on creating a few programs that will do a lot of the same things to the variables. So rather than copying and pasting the new variable name into each line of relevant code it would be nice to work from a template and add a line t...
by miorinnovo
Fri Mar 06, 2015 1:40 pm
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Re: Historical snapshots

Oh my goodness. This worked! Thanks a million!
by miorinnovo
Fri Mar 06, 2015 12:25 pm
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Re: Historical snapshots

I see. thanks for the explanation. The only issue is that now when I want a growth rate it will be calculating it without using the full previous quarter in the denominator. :?
by miorinnovo
Fri Mar 06, 2015 12:11 pm
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Re: Historical snapshots

I can't follow what this is doing.

I think the best way to do it would be to create a quarterly growth rate series from the monthly series. Can that be done? Just calculate (M4+M5+M5)/(M1=M2+M3) -1?
by miorinnovo
Fri Mar 06, 2015 11:26 am
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Re: Historical snapshots

I don't think it can be done by creating one new series because I want to have quarterly growth rates with missing monthly variables, but the missing month has to change. The snapshot for Q2 would require replacing the third month of Q2 with the second month of Q2. This is true for every subsequent ...
by miorinnovo
Fri Mar 06, 2015 10:00 am
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Re: Historical snapshots

Sure. Say the monthly evolution for gdp in Q1 is Jan:1 Feb:2 March:3. This means gdp is growing by 1 in each month. Now say the monthly evolution for gdp in Q2 is April:4 May:5 June:6. To calculate the growth rate we would take the average of the second quarter and divide by the average of the first...
by miorinnovo
Thu Mar 05, 2015 2:40 pm
Forum: Data Manipulation
Topic: Historical snapshots
Replies: 10
Views: 1609

Historical snapshots

Hi all, Does anyone know how to make a series of historical quarterly "snapshots"? What I mean by this is I would like to take a monthly series and create a quarterly series of "snapshots" which would be the quarterly growth rate assuming no more growth in the quarter. For exampl...

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