EViews.com

Hello,

I have calculated the forecast evaluation statistics of my estimated time series model using the Forecast tab available after estimation.

The options I chose were the 'Dynamic' forecast option following which I got the RMSE, MAPE, Theil's inequality coefficient etc.

I wanted to inquire how many steps ahead the forecast was generated for. Also, are all the measures in-sample forecast measures , thus implying that the forecast period is the same as the sample period?
The manual states "EViews will perform a multi-step forecast of Y, beginning at the start of the forecast sample." , but does not state how many steps ahead.

Please clarify about this.

Thank you.
Aditi

It is out of sample, multi-step ahead. The number of steps ahead is the number of periods in the forecast period.

Thank you for the prompt reply Gareth.

But the number of periods in the forecast period were not user-specified in my case. The "forecast sample" was the same as the sample period (1993: Jan to 2014: Jan). In that case, what number of steps ahead would EViews 7 have used (by default) ?

The number of steps ahead is the number of periods in the forecast period.

Thank you.
Aditi

It would still be the number of periods over the forecast sample