Confusion Matrix
Posted: Thu Nov 06, 2008 4:39 am
by xorlosch
I would like to test my model's ability to forecast the direction of the changes of a variable correctly. Therefore, I would like to compute a 2-by-2 confusion matrix in Eviews. Is this possible?
Re: Confusion Matrix
Posted: Thu Nov 06, 2008 5:22 am
by startz
I would like to test my model's ability to forecast the direction of the changes of a variable correctly. Therefore, I would like to compute a 2-by-2 confusion matrix in Eviews. Is this possible?
Something like this should work
Code: Select all
series upActual = d(Actual)>0
series upForecast = d(Forecast)>0
group g upActual upForecast
g.freq