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?
Forecast Evaluation Table
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Re: Forecast Evaluation Table
It will only be produced if you are forecasting over a period where actual values exist.
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Re: Forecast Evaluation Table
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
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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