EViews.com

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.

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

You probably want a random normal generator, @rnorm

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

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.