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What is the most convenient way to detect outliers, beside just looking at the time series graph and find them manually?

I know how to forecast from the VAR, but I dont know how I can get the MSFE from a forecasted VAR model because its not given as with regular forecast of UNI and MULTIvariate models.

ok thx and how can I compute the MSFE within a VAR model?
Because its not given as in Multi or Univariate models....

Thx for your fast answers & sorry for the confusion. I want to evaluate the S&D forecast of each model. e.g. FORECAST A: Model1 static forecast vs Model2 static forecast FORECAST B: Model1 dynamic forecast vs Model2 dynamic forecast Now, to compare the acuracy I want to focus on MSFE, howeve...

Sure... I do have a univariate Model: (dlog(x)) c @seas(1) @seas(2) @seas(3) @trend and a conditional model: (dlog(x)) c dlog(x(-1)) dlog(y) dlog(y(-1)) dlog(z) dlog(z(-1)) @seas(1) @seas(2) @seas(3) @trend Now I would like to combine these models in bivariate way for S and D forecast and compare th...

How can I combine a univariate & conditional model for static and dynamic forecast and generate its MSFE ?

To all who are interessed.

The answer is YES you can use a trend componend while working with a model in first differences.

Hi all,

Series xyz
static forecast: xzy_fs
dynamic forecast: xyz_fd

How do I compare the acuracy of the above mentioned series. There should be a eviews command?!
How can I incorporate the RMSFE correctly?

Regards

Hi to all! variable: Currency in circ. - I run a Unit root test on Cur_sa, Not sig in level BUT sig in first diff. --> (dlog(cur_sa)) - In order to capture some outliers I introduce 3 dummy variables - If I now add some trend components (@trend @trend^2) the residual seems to get better. dlog(cur_sa...