Theil's U and Diebold Mariano Test HELP!

[banana]

Hello.
I am new to this forum and am not sure how to use it yet.

I need to
Compute the RMSE and Theil’s U for both ARMA (1,1) forecasts and a random walk forecast.
I need to figure out which forecast is best.

For RMSE my professor agreed this is correct

series fe_ar = inflation - fc_ar
series fesq_ar = fe_ar * fe_ar
scalar rmsfe_ar = @sqrt(@mean(fesq_ar))

Following the same format, how would I make a program for Theil's U and for Diebold Mariano Test?

Thank you!

[EViews Gareth]

Look up the @RMSE and @THEIL functions in the EViews Command and Programming Reference. They will calculate both RMSE and THEIL for you.