Search found 2 matches
- 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" ...
- 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 ...
