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R^2 for out-of-sample forecast

Posted: Fri Jul 15, 2011 6:01 pm
by mwu888
In Eviews, how does one obtain the R^2 for a regression model used for estimation using out-of-sample data? I want to be able to compare R^2 for in-sample and R^2 for out-of-sample.

Thanks in advance.

R^2 for out-of-sample forecast

Posted: Fri Jul 15, 2011 7:17 pm
by EViews Gareth
You'll have to calculate it manually.