How to obtain percentage of correct signs and PT statistic after forecast?

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fr4014
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Joined: Fri Apr 29, 2022 1:50 pm

How to obtain percentage of correct signs and PT statistic after forecast?

Postby fr4014 » Mon Jan 16, 2023 5:10 pm

The proportion of correct direction change predictions. Additionally, we employ the Pesaran and Timmerman (1992 1994), hereafter PT, test for market timing ability.
Is there any way to obtain the value of these two measures, percentage of correct directions and PT statistics after forecasting?

Thank you
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EViews Gareth
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Re: How to obtain percentage of correct signs and PT statistic after forecast?

Postby EViews Gareth » Mon Jan 16, 2023 5:34 pm

Not built in
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fr4014
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Joined: Fri Apr 29, 2022 1:50 pm

Re: How to obtain percentage of correct signs and PT statistic after forecast?

Postby fr4014 » Mon Jan 16, 2023 10:58 pm

Okay. Is there any way to view forecasted values as a table?
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EViews Gareth
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Re: How to obtain percentage of correct signs and PT statistic after forecast?

Postby EViews Gareth » Tue Jan 17, 2023 8:23 am

Depends on how you are doing the forecast. But in general EViews will put the forecast values into a series in the workfile
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