Random Walk (MAE,MAPE..) ????

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melenidio
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Joined: Fri Aug 27, 2010 12:08 pm

Random Walk (MAE,MAPE..) ????

Postby melenidio » Mon Sep 06, 2010 4:56 am

Hi,

I use Eviews 7.1. and I have estimated various garch models. how can I estimate and forecast the Random walk volatility model with its output containg MAE, MAPE, RSME, Theil Inequality coefficient error statistics in order to compare my models?
Hope to hear from you soon :?

Thanks
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