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How to obtain percentage of correct signs and PT statistic after forecast?
Posted: Mon Jan 16, 2023 5:10 pm
by fr4014
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
Re: How to obtain percentage of correct signs and PT statistic after forecast?
Posted: Mon Jan 16, 2023 5:34 pm
by EViews Gareth
Not built in
Re: How to obtain percentage of correct signs and PT statistic after forecast?
Posted: Mon Jan 16, 2023 10:58 pm
by fr4014
Okay. Is there any way to view forecasted values as a table?
Re: How to obtain percentage of correct signs and PT statistic after forecast?
Posted: Tue Jan 17, 2023 8:23 am
by EViews Gareth
Depends on how you are doing the forecast. But in general EViews will put the forecast values into a series in the workfile