Probability Integral Transformation

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ndzama
Posts: 15
Joined: Tue Aug 10, 2021 8:33 am

Probability Integral Transformation

Postby ndzama » Tue Jul 11, 2023 6:39 am

Hello,

I would like to evaluate my probability density forecasts using Probability Integral Transformation (PIT) approach. Any ideas on how to code this on Eviews?
I am just trying to get an idea of the Code.

Thank you in advance.
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