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- Wed Jul 26, 2017 6:29 pm
- Forum: Estimation
- Topic: Diebold-Mariano Test
- Replies: 1
- Views: 2990
Diebold-Mariano Test
Hello Guys, I am trying to evaluate the forecasting accuracy of 5 GARCH models(GARCH,EGARCH,GJR,APARCH,CGARCH) in 5 different indexes.I am trying to use the DM test in EViews 8, however the add in requires to input 2 equations, whereas i want to use the forecasting errors which are series. Can anyon...