Search found 6 matches

by sunnyeviews
Wed Mar 23, 2016 12:11 pm
Forum: Estimation
Topic: Is Forecast Evaluation sensitive to negative values?
Replies: 5
Views: 5375

Re: Is Forecast Evaluation sensitive to negative values?

attached. Thank you very much. :D
by sunnyeviews
Wed Mar 23, 2016 9:31 am
Forum: Estimation
Topic: Is Forecast Evaluation sensitive to negative values?
Replies: 5
Views: 5375

Is Forecast Evaluation sensitive to negative values?

Dear Sir or Madam, Is Forecast Evaluation sensitive to negative values? I am trying to run the Forecast Evaluation (simple mean, trimmed mean, simple median, least-sqaures, mean square error, and MSE ranks), but I receive an error message: positive or non-negative argument to function expected. Your...
by sunnyeviews
Tue Dec 15, 2015 1:11 pm
Forum: Estimation
Topic: Problems to run combination test
Replies: 1
Views: 2459

Problems to run combination test

Dear Sir or Madam, I have just succesfully completed forecast comparison and evaluation. I have only one problem. I did not get any results from combination test. "F-stat" and "F-prob" columns show only "NA" everywhere. I wonder what could be the reason for that? Additi...
by sunnyeviews
Wed Dec 02, 2015 12:58 pm
Forum: Estimation
Topic: EViews 9 SV, forecast evaluation, and forecast averaging
Replies: 3
Views: 4806

Re: EViews 9 SV, forecast evaluation, and forecast averaging

Thank you very much for the prompt reply, that is great news! There is something that I am not doing correctly. 1. I have brought the data of 7 different economic forecasts from excel to eviews. 2. I have chosen "quick", "Estimate equation", and in the "equation specificatio...
by sunnyeviews
Wed Dec 02, 2015 12:25 pm
Forum: Estimation
Topic: EViews 9 SV, forecast evaluation, and forecast averaging
Replies: 3
Views: 4806

EViews 9 SV, forecast evaluation, and forecast averaging

Does EViews 9 SV (or only EViews 9?) compute RMSE (Root Mean Squared Error), MAE (Mean Absolute Error), MAPE (Mean Absolute Percentage Error), Theil Inequality Coefficient, the Combination Test, or Forecast Encompassing Test (Chong and Hendry, 1986; Timmermann, 2006) for evaluating whether averages...
by sunnyeviews
Wed Oct 21, 2015 11:38 am
Forum: Estimation
Topic: How can I run the fit of the regression test?
Replies: 1
Views: 2455

How can I run the fit of the regression test?

How can I run the in-sample prediction of the dependent variable test (usually called the fit of the regression) with Eviews?

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