Confusion Matrix

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xorlosch
Posts: 7
Joined: Thu Oct 23, 2008 12:19 pm

Confusion Matrix

Postby xorlosch » Thu Nov 06, 2008 4:39 am

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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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Confusion Matrix

Postby startz » Thu Nov 06, 2008 5:22 am

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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