Forecast Evaluation Table
Posted: Thu Dec 07, 2017 8:43 am
by BCNAV
According to the fit documentation, if one specifies option e in the following:
{%series}_eq.fit(e) {%series}_fit {%series}_se
a forecast evaluation table will be made. I cannot get this table as an output. Any ideas?
Re: Forecast Evaluation Table
Posted: Thu Dec 07, 2017 10:06 am
by EViews Gareth
It will only be produced if you are forecasting over a period where actual values exist.
Re: Forecast Evaluation Table
Posted: Thu Dec 07, 2017 10:22 am
by BCNAV
I do have actual values...
for %series {%vars}
smpl @first %history_end_date
freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!fcst_length},etable,agraph,atable,fgraph) forecast
{%series}_eq.fit(ga) {%series}_fit {%series}_se
next
I have the start of my data (@first) to history_end_date
So I do have actuals. Unless I have the coding wrong. I could make them manually