How to compare the forecasted with the actual

[eye4spot]

Dear Eviews team,

I would like to know if eviews offers a method to compare the forecasts with the actual data. To be more specific I have forecasted the change in the interest rate with a probit model. Therefore in the first instance I have manipulated the data further more as I had to get the maximum between three series ( if the maximum is from the "up" series, that would result in the next change of a rise; if the max is from the no change -> there would be no change and if down there will be a cut. Creating from these three series the forecasted series of the change in the interest rate I would like to compare with the actual changes that have been made.

Merely dividing the number of true forecasts by the total number forecasts, is not an option as it couldn't be used as comparison with an AR(1) model, which is the final aim.

Does eviews offer the predictive performance tests of Pesaran and Timmermann (1992,1994) or the Henriksson and Merton (1981) and Henriksson (1984) tests?

Thank you very much in advance for any response that might help me!

[EViews Gareth]

None of those tests are built in