Search found 2 matches

by muzolf
Thu Nov 29, 2012 12:43 pm
Forum: Estimation
Topic: Expanding window forecast
Replies: 1
Views: 2384

Expanding window forecast

Hello I am new to eviews and trying to perform a forecast using an expanded window. I have an equation for estimated with the in sample period and I am aiming to do an out of sample exchange rate forecast. Is there a build in eviews function that does that or do I need to install a "roll" ...
by muzolf
Tue Nov 27, 2012 3:03 pm
Forum: Econometric Discussions
Topic: RMSE for random walk
Replies: 0
Views: 1720

RMSE for random walk

I am trying to compare performance of a random walk and different models in predicting exchange rates in out of sample testing. I have trouble creating the random walk: I have created a random walk series using : y=y(-1) + NRND Now I need to obtain RMSE of the forecast using the random walk. How do ...

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