How to get RSME(static&dynamic) with unit root test

[bcdm3w]

Hello! I'm using the formal unit root test, and i had eviews find the optimal lag w/ max lag of 8. usually, i click 'forecast' to get the RSME of forecast errors for static and dynamic but i can't find the forecast button. Also, how do you make forecasts for the next four quarters using this unit root test?

Thanks so much!

[EViews Gareth]

I'm not sure what you mean by forecast from a test.

[bcdm3w]

For my homework, it says test for stationarity using formal unit root test. I had eviews find the optimal lag at 8 and my homework says, use the data from 1960 to 2000 to estimate various models and evaluate the out of sample forecasting ability. Does this mean that I actually have an AR(8) model and that I should estimate an equation of my response variable and AR(8) and then find the RMSE and forecast the rest of 2004?

[EViews Gareth]

Probably.

[bcdm3w]

I forgot that Eviews gives you the augmented DIckey Fuller test equation and I think that's how you get the RMSE. But, how do i get forecasts for these models? I clicked 'forecast' and I am trying to use 2001:01- 2003:04 to make the forecasts for 2004 but eviews keeps saying N/A even after I apply the forecast.