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Thanks Gareth! I understand the requirement that A is available both today and yesterday, since both the definitions of fpe and ape depend on a(-1). However, should it be mandatory that F is available both today and yesterday? No definitions depend on f(-1), and when this requirement is included, th...

Hello Gareth, thanks for your answer! Assuming that a is the actual series, and f the forecast series, the definition you posted is the same I was using. However, I didn't manage to replicate the U2 computed by Eviews (I'm using Eviews 10). I've made a small program to illustrate it, it's in the end...

Hello. I've just checked the most recent Eviews help files, and the definition of the "Theil U2 Coefficient" still hasn't been included. Can anyone provide the exact formula used by Eviews? I tried to compute the forecast evaluation statistics by myself, and the only one that didn't match ...