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VAR Theil statsistic

Posted: Wed Apr 15, 2009 3:50 pm
by skeeman42018
I learned how to forecast a VAR and a MULTI-EQUATION MODEL, however I do not know how to get my Thiel inequality statistic of my VAR or my MULTI-EQUATION. How do I get my Thiel coefficients for my models???? NEED QUICK HELP!!!

Re: VAR Theil statsistic

Posted: Wed Apr 15, 2009 3:58 pm
by EViews Gareth
There is no inbuilt procedure for this, you'll have to calculate them manually.