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time series cross validation

Posted: Wed Nov 21, 2012 10:33 am
by barsubra
Is there a way to obtain time series cross validation error using the approach explained in Hyndman's blog?

http://robjhyndman.com/researchtips/tscvexample/

Re: time series cross validation

Posted: Wed Nov 21, 2012 10:35 am
by EViews Gareth
There is nothing built in, although it wouldn't be too hard to either write similar code in EViews, or simply run the R code from within EViews.