Calculate forecast statistics from model solution?

[tzink]

When you forecast an equation in Eviews, you can see forecast statistics such as RMSE and Thiel's U. Since model solutions are just forecast reduced form equations, is it possible to get these statistics for each endogenous forecast in a model forecast?

[EViews Gareth]

There are individual functions that will calculate the RMSE, Theil, etc... for two given series. Just plug in the actual and forecast series into the functions.

Code: Select all

=@RMSE(y, y_0)
=@THEIL(y, y_0)