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.
How to generate a white noise model in EViews
Moderators: EViews Gareth, EViews Moderator
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ConfusedaboutEViews
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EViews Gareth
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Re: How to generate a white noise model in EViews
http://www.eviews.com/help/helpintro.ht ... 13.html%23
You probably want a random normal generator, @rnorm
You probably want a random normal generator, @rnorm
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ConfusedaboutEViews
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Re: How to generate a white noise model in EViews
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
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startz
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Re: How to generate a white noise model in EViews
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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