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Arima Forecast Evaluation

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Frequent Learner
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Arima Forecast Evaluation

Hi everyone,

 

Do any of you have a macro or something to perform the Granger-Newbold or the Diebold-Mariano tests on two Arima models forecasts on a holdback period? I'm using the 4.3 Enterprise Guide.

SAS Employee
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Re: Arima Forecast Evaluation

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