Search found 6 matches
- 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
- 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...
- 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...
- 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...
- 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...
- 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?
