MAE and MSE for SSpace

[EViews Glenn]

There isn't anything built-in, but you can simply perform the forecast using the sspace object, and use the formulae that we provide in the manual to do the computation.

[EViews Glenn]

Before I comment, let me note that we here at QMS reserve the right not to respond to posts on the forum, though we will try to do so when possible, especially when we feel that the comments will be helpful to many. Obviously, we try to monitor the forum and help out, but we simply cannot respond to every post. The idea underlying the forum is that others, who may have solved the problem or are familiar with the issues involved, can step in and help.

In this particular case, the calculation in question is relatively straightforward, and we really don't have any code to post. In general, when the question is one of validation, us posting code isn't simply a matter of jotting down a couple of lines and posting, but would require testing on our part. Quite frankly, the kinds of validation tests that we are talking are those that the user could do to make certain his or her equations are correct. In this particular case, "posting code" would simply involve repeating the formulae in EViews, which I assumed the user could do:

smpl 2001 2005
series ae = @abs(yhat-y)
scalar mae = @mean(ae)

Lastly, I'll note that by the very nature of forum posts, one can't always expect to receive a response from a particular person since they may not be checking the forum in a timely fashion. To ensure a timely response, you can always send questions to support@eviews.com along with a valid serial number. That way you are assured of someone on our staff seeing your question.