Confusion Matrix
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Confusion Matrix
I would like to test my model's ability to forecast the direction of the changes of a variable correctly. Therefore, I would like to compute a 2-by-2 confusion matrix in Eviews. Is this possible?
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Re: Confusion Matrix
xorlosch wrote:I would like to test my model's ability to forecast the direction of the changes of a variable correctly. Therefore, I would like to compute a 2-by-2 confusion matrix in Eviews. Is this possible?
Something like this should work
Code: Select all
series upActual = d(Actual)>0
series upForecast = d(Forecast)>0
group g upActual upForecast
g.freq
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