time series cross validation

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barsubra
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Joined: Wed Nov 21, 2012 10:28 am

time series cross validation

Postby barsubra » Wed Nov 21, 2012 10:33 am

Is there a way to obtain time series cross validation error using the approach explained in Hyndman's blog?

http://robjhyndman.com/researchtips/tscvexample/
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: time series cross validation

Postby EViews Gareth » Wed Nov 21, 2012 10:35 am

There is nothing built in, although it wouldn't be too hard to either write similar code in EViews, or simply run the R code from within EViews.
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