Forecast Evaluation Table

For questions regarding programming in the EViews programming language.

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BCNAV
Posts: 21
Joined: Tue Oct 31, 2017 9:06 am

Forecast Evaluation Table

Postby BCNAV » Thu Dec 07, 2017 8:43 am

According to the fit documentation, if one specifies option e in the following:

{%series}_eq.fit(e) {%series}_fit {%series}_se

a forecast evaluation table will be made. I cannot get this table as an output. Any ideas?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11410
Joined: Tue Sep 16, 2008 5:38 pm

Re: Forecast Evaluation Table

Postby EViews Gareth » Thu Dec 07, 2017 10:06 am

It will only be produced if you are forecasting over a period where actual values exist.
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BCNAV
Posts: 21
Joined: Tue Oct 31, 2017 9:06 am

Re: Forecast Evaluation Table

Postby BCNAV » Thu Dec 07, 2017 10:22 am

I do have actual values...

for %series {%vars}
smpl @first %history_end_date
freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!fcst_length},etable,agraph,atable,fgraph) forecast

{%series}_eq.fit(ga) {%series}_fit {%series}_se
next

I have the start of my data (@first) to history_end_date

So I do have actuals. Unless I have the coding wrong. I could make them manually


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