Summary Statistics in Simulation of models

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Stefano
Posts: 5
Joined: Sat Apr 11, 2009 1:34 am

Summary Statistics in Simulation of models

Postby Stefano » Mon Apr 13, 2009 2:43 am

Dear all,

I would like to ask you whether there exists a way to get summary statistics as you get from forecast of single equations (Root mean squared error, Theil Inequaluity coefficient,..) in the case of simulation of a model.

Thank you very much

Bye

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12261
Joined: Tue Sep 16, 2008 5:38 pm

Re: Summary Statistics in Simulation of models

Postby EViews Gareth » Mon Apr 13, 2009 8:16 am

Not built in, but most of those statistics are pretty easy to calculate manually:

series sqdiff = (y-y_0)^2
scalar RMS = @sqrt(@mean(sqdiff))
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