Monday, November 1, 2021

SpecEval Add-In - Part 2

Authors and guest post by Kamil Kovar

This is the second in a series of blog posts (the first can be found here) that present a new EViews add-in, SpecEval, aimed at facilitating development of time series models used for forecasting. This blog post will focus on the illustration of the basic outputs of the add-in by following a simple application, which will also illustrate the model development process that the add-in aims to facilitate. Next section provides brief discussion of this process, while the following section discusses the data and models considered. The main content of this blog post is contained in next two sections, which discuss basic execution before presenting the actual application.