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Thanks Trubadur! I am afraid though that will not work on occasions when both forecasters publish the same month. Thanks again!

Hi again, I enclose a sample of the workfile, here containing squared forecast errors of two different forecasters. Forecaster 1 published the first forecast in March 1997 and Forecaster 2 in April 1997. I want Eviews to match them together, i.e. so that it does not matter whether they publish in Ma...

Well, that is really my question. I have a workfile with forecast errors for different months I want EViews to treat forecasts made at, say March and April, as equal so that a DM-test can be carried out (without a bunch of NA´s). Thanks!

Hi, I am trying to perform the Diebold-Mariano (DM) test on monthly data for several different forecasters. The problem is that the forecasters publish their forecasts at different times each year. I want to calulate the DM-statistic for the forecasts made in, say, March and April and also include t...