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Where do I have to type in the @rmse funtion?

this doesnt work: ls gdp constat unistat @rmse

hey gareth, that is exactly what i did. But the problem is that every possible combination I regress on GDP, e.g. unidyn - condyn, unistat - constat, unidyn-vardyn, etc., results in either ß1=1 and ß2=0, e.g. unidyn encompasses condyn. Thus, I have no possible gains from a combination. Is that possi...

i think the question veuve asks above about forecast comparison is more specifically about forecast encompassing. So for example if I have calculated for my series of GDP a univariate, conditional, and VAR model, I want to check whether one forecast incorporates all the relevant information in compe...