using stochastic simulation '' Urgent Situation''

[Husseinfr1]

PLEASE an Urgent Situation
Hi, all thank you in advance for help
I am new EViews user (7.2), currently I am working to solve macroeconometric model, which consists of 38 endogenous equations, 16 of which are stochastic while the rest are identities. I want to solve the whole model to test its predictive ability, using stochastic simulation, and I need to use the conventional criteria such as (MAE, RMSE, MAPE, the Theil inequality coefficient), but I could do that, because I do not find how. In the single equation, I can do from the equation widow, where the forecast option is available in that window.
Could you please help me, I am in an urgent situation.
Thank you again
Hussein

[EViews Gareth]

There is nothing built in that will show you those values automatically. However there are functions that can calculate them for two series. For example you can type:

Code: Select all

=@rmse(y, y_1)


to show the RMSE between the series Y and the series Y_1.

[Husseinfr1]

There is nothing built in that will show you those values automatically. However there are functions that can calculate them for two series. For example you can type:

Code: Select all

=@rmse(y, y_1)


to show the RMSE between the series Y and the series Y_1.

Thank you very much, but what about the rest cretira (MAE , MAPE, the Theil inequality coefficient)
I am very happy and thank you very much for the quick reply.

[EViews Gareth]

@mae, @mape, @theil

[Husseinfr1]

@mae, @mape, @theil

Dear Gareth
Thank you again, you provided me a great favor.
Best regards

[Husseinfr1]

@mae, @mape, @theil

I am so sorry,
but it does not work
Could you please write the full command for me, my data series 1970 2006
the variables are pcer and pcer_0
thank you

[EViews Gareth]

Code: Select all

=@mae(pcer, pcer_0)


[Husseinfr1]

Code: Select all

=@mae(pcer, pcer_0)


I apologize, it seems that I disturbed you, but I wrote this command at the command window
mapcer=@mae(pcer, pcer_0)
Is it true, if it is incorrect, what is the correct?
Where can I find the result?

[EViews Gareth]

if you wish to store the result in a scalar, called mapcer, then:

Code: Select all

scalar mapcer = @mae(pcer, pcer_0)


[Husseinfr1]

if you wish to store the result in a scalar, called mapcer, then:

Code: Select all

scalar mapcer = @mae(pcer, pcer_0)


Thank you so much Gareth
best regards
Hussein

[Husseinfr1]

There is nothing built in that will show you those values automatically. However there are functions that can calculate them for two series. For example you can type:

Code: Select all

=@rmse(y, y_1)


to show the RMSE between the series Y and the series Y_1.

Hi Gareth
Could you please show me how can I calculate the root mean squared percent error rmspe.
thank you inadvance
Hussein

[EViews Gareth]

There is nothing built in to calculate that statistic. You'll have to calculate it manually.

[Husseinfr1]

There is nothing built in to calculate that statistic. You'll have to calculate it manually.

Thank you very much Gaerth for your help.
With best regards
Hussein