Search found 10 matches

by bcdm3w
Thu Jun 10, 2010 12:43 pm
Forum: Estimation
Topic: How to get RSME?
Replies: 2
Views: 3211

Re: How to get RSME?

Never mind, I figured it out. Thank you though!
by bcdm3w
Thu Jun 10, 2010 12:30 pm
Forum: Estimation
Topic: How to get RSME?
Replies: 2
Views: 3211

How to get RSME?

Hello! I've gotten RSME (dynamic and static) before for an ARMA model & I de-seasonalized but I didn't write down how I did it before and I can't seem to replicate it. I know a window pops up and it has a table-esque thing where they tell you the RSME. Does anybody know how to do this? Thanks so...
by bcdm3w
Thu May 20, 2010 11:45 am
Forum: Estimation
Topic: How to get RSME(static&dynamic) with unit root test
Replies: 4
Views: 4190

Re: How to get RSME(static&dynamic) with unit root test

I forgot that Eviews gives you the augmented DIckey Fuller test equation and I think that's how you get the RMSE. But, how do i get forecasts for these models? I clicked 'forecast' and I am trying to use 2001:01- 2003:04 to make the forecasts for 2004 but eviews keeps saying N/A even after I apply t...
by bcdm3w
Thu May 20, 2010 10:47 am
Forum: Estimation
Topic: How to get RSME(static&dynamic) with unit root test
Replies: 4
Views: 4190

Re: How to get RSME(static&dynamic) with unit root test

For my homework, it says test for stationarity using formal unit root test. I had eviews find the optimal lag at 8 and my homework says, use the data from 1960 to 2000 to estimate various models and evaluate the out of sample forecasting ability. Does this mean that I actually have an AR(8) model an...
by bcdm3w
Thu May 20, 2010 9:49 am
Forum: Estimation
Topic: How to get RSME(static&dynamic) with unit root test
Replies: 4
Views: 4190

How to get RSME(static&dynamic) with unit root test

Hello! I'm using the formal unit root test, and i had eviews find the optimal lag w/ max lag of 8. usually, i click 'forecast' to get the RSME of forecast errors for static and dynamic but i can't find the forecast button. Also, how do you make forecasts for the next four quarters using this unit ro...
by bcdm3w
Sat Apr 24, 2010 5:12 pm
Forum: Estimation
Topic: Forecasting with Exp Smoothing Models
Replies: 5
Views: 5098

Re: Forecasting with Exp Smoothing Models

I have the student version, and when I typethat code in, it says, "@MAE is an illegal or reserved name" :(. Does it matter that I have Eviews 6 and not 7? http://img.photobucket.com/albums/v249/MASSTX07/econ406pic.jpg Thank you so much for your help! I really appreciate you taking the time...
by bcdm3w
Sat Apr 24, 2010 9:18 am
Forum: Estimation
Topic: Getting MAE from Holt-Winters
Replies: 3
Views: 4389

Re: Getting MAE from Holt-Winters

Where do I type in @mae?
by bcdm3w
Sat Apr 24, 2010 9:17 am
Forum: Estimation
Topic: Forecasting with Exp Smoothing Models
Replies: 5
Views: 5098

Re: Forecasting with Exp Smoothing Models

I tried this but I still keep getting NA. :(
by bcdm3w
Thu Apr 22, 2010 9:55 pm
Forum: Estimation
Topic: Getting MAE from Holt-Winters
Replies: 3
Views: 4389

Getting MAE from Holt-Winters

When I run Holt-Winters Additive & Multiplicative Seasonality tests, I get a Sum of Squared Residuals and a Root Mean Squared Error. However, I need to get a MAE. How can I manipulate the data to get this? Also, my residuals did not store. For some reason, it says NA, even after I run the tests....
by bcdm3w
Thu Apr 22, 2010 9:52 pm
Forum: Estimation
Topic: Forecasting with Exp Smoothing Models
Replies: 5
Views: 5098

Forecasting with Exp Smoothing Models

Hello! I have quarterly data for 2004-2008 and I have to forecast 2009 Q1-Q4. I am supposed to use Winter's Multiplicative and Additive Seasonality. I was able to get those results, but whenever I run it again, I can't seem to get values/forecasts for 2009. I saw a topic on this problem somewhere on...

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