Search found 4 matches

by banana
Tue Dec 10, 2013 5:02 pm
Forum: Programming
Topic: Rationality and encompassing test Programming
Replies: 2
Views: 2342

Re: Rationality and encompassing test Programming

I have the equation in my notes, but do not know how to break it down to program on eviews
by banana
Tue Dec 10, 2013 3:53 pm
Forum: Programming
Topic: Rationality and encompassing test Programming
Replies: 2
Views: 2342

Re: Rationality and encompassing test

PLEASE HELP!
by banana
Tue Dec 10, 2013 12:05 pm
Forum: Programming
Topic: Rationality and encompassing test Programming
Replies: 2
Views: 2342

Rationality and encompassing test Programming

How would we create an encompassing test and test my forecast on rationality?
I do not know how to program this onto eviews.

Thank you.
by banana
Fri Nov 01, 2013 10:57 am
Forum: Programming
Topic: Theil's U and Diebold Mariano Test HELP!
Replies: 1
Views: 2787

Theil's U and Diebold Mariano Test HELP!

Hello. I am new to this forum and am not sure how to use it yet. I need to Compute the RMSE and Theil’s U for both ARMA (1,1) forecasts and a random walk forecast. I need to figure out which forecast is best. For RMSE my professor agreed this is correct series fe_ar = inflation - fc_ar series fesq_a...

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