DM-test : saving the asymptotic variance

[KarinL]

Hello. I'm using Eviews7.

I want to calculate the Diebold Mariano test to evaluate forecasting performances.

To calculate the test statistic, I need an estimate of the asymptotic variance of the loss differential series. I though I could just use the .lvar from my series object.
However, I didn't figure out how to save it to a scalar or similar so that I can do further calculations with it.

Any help would be very much appreciated!

[EViews Glenn]

In the dialog there is a box labeled output, where you can provide the name of an object into which we'll save the result. In the command form, you provide the option out=