How to generate a white noise model in EViews

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ConfusedaboutEViews
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Joined: Mon Sep 14, 2015 11:14 pm

How to generate a white noise model in EViews

Postby ConfusedaboutEViews » Sat Oct 10, 2015 10:56 pm

Hi all,

I have a white noise model & need to find the Mean Absolute Error & Root Mean Squared Error, but I just dont know how to find it in EViews. Generally for MA or AR models I would generate the equation & then forecast ie y ar(1) or y ma(1), but how do I enter a white noise equation in EViews? My model is Yt=et - any help/direction would be greatly appreciated.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: How to generate a white noise model in EViews

Postby EViews Gareth » Sat Oct 10, 2015 11:59 pm

http://www.eviews.com/help/helpintro.ht ... 13.html%23

You probably want a random normal generator, @rnorm

ConfusedaboutEViews
Posts: 12
Joined: Mon Sep 14, 2015 11:14 pm

Re: How to generate a white noise model in EViews

Postby ConfusedaboutEViews » Sun Oct 11, 2015 2:49 am

Sorry I should have explained that I have raw data (ASX300 stock prices) - I am just confused as to how to estimate an equation for yt=et in EViews if that makes sense

startz
Non-normality and collinearity are NOT problems!
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Re: How to generate a white noise model in EViews

Postby startz » Sun Oct 11, 2015 7:20 am

The forecast from a white noise process is zero, or perhaps a constant. So there is no forecast and y_t is the forecast error.


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