Probability Integral Transformation
Posted: Tue Jul 11, 2023 6:39 am
Hello,
I would like to evaluate my probability density forecasts using Probability Integral Transformation (PIT) approach. Any ideas on how to code this on Eviews?
I am just trying to get an idea of the Code.
Thank you in advance.
I would like to evaluate my probability density forecasts using Probability Integral Transformation (PIT) approach. Any ideas on how to code this on Eviews?
I am just trying to get an idea of the Code.
Thank you in advance.