EViews.com

Posted: **Wed Jan 16, 2013 11:49 pm**

When you forecast an equation in Eviews, you can see forecast statistics such as RMSE and Thiel's U. Since model solutions are just forecast reduced form equations, is it possible to get these statistics for each endogenous forecast in a model forecast?

Posted: **Thu Jan 17, 2013 8:47 am**

There are individual functions that will calculate the RMSE, Theil, etc... for two given series. Just plug in the actual and forecast series into the functions.

Code: Select all


=@RMSE(y, y_0)
=@THEIL(y, y_0)

EViews.com

Calculate forecast statistics from model solution?

Calculate forecast statistics from model solution?

Re: Calculate forecast statistics from model solution?