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I want to anti-log an equation (it is in a double-log specification) so that I can compare it with its linear specification equivalent equation (I want to compare goodness of fit for alternative specifications of dependent variable).

Is there a simple way of doing this? I tried using an example that my former professor gave, but it doesn't appear to be working in EViews.

You mean the @exp function?

Yes, it has to do with the @exp function. Let me be more specific.

I used the following command, ls carsreal c persdispinc/cpi cpiautos/cpi intrate unemprate, to get the output below: [img]

Note the following from the output above:
Adjusted R-squared 0.930680
S.E. of regression 2041.876
Sum squared resid 4.29E+08

Now, I also used the following command, ls log(carsreal) c log(persdispinc/cpi) log(cpiautos/cpi) log(intrate) log(unemprate), to get the log specification of my above equation: Note the following from the output above:
Adjusted R-squared 0.892040
S.E. of regression 0.097696
Sum squared resid 0.983076

What I need to do is compare my log-specified equation with my linear equation. My professor gave a long procedure, which involves using the @exp function, but I am running into errors. What is a way I can compare their goodness-of-fit?

Can't you just use the forecast command to obtain the fits in levels and then go from there. The forecast will give you the RMSE, Theil and MAPE statistics as well.