R^2 for out-of-sample forecast

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mwu888
Posts: 25
Joined: Sat Jul 09, 2011 5:49 pm

R^2 for out-of-sample forecast

Postby mwu888 » Fri Jul 15, 2011 6:01 pm

In Eviews, how does one obtain the R^2 for a regression model used for estimation using out-of-sample data? I want to be able to compare R^2 for in-sample and R^2 for out-of-sample.

Thanks in advance.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

R^2 for out-of-sample forecast

Postby EViews Gareth » Fri Jul 15, 2011 7:17 pm

You'll have to calculate it manually.
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