Summary Statistics in Simulation of models

[Stefano]

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]

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))