Greetings, I am running out-of sample forecast test in SAS using PROC UCM, using the following code: PROC UCM DATA = fx.developedroll NOPRINT; BY country beg_date end_date;ID DATE INTERVAL=MONTH; MODEL FXret = ret;IRREGULAR;level var=0; estimate back=1 outest=OOSRollEst1_BOret; *estimation span; FORECAST back=1 LEAD=1 outfor=fx.OOSRollRes1_ret plot=forecasts; run; However, I don't know how to find/calculate the following statistics from the UCM 'statistics of fit' output: 1. Clark and West (2007) test 2. Giacomini and White (2006) test 3. and Giacomini and Rossi (2010) test Thanks in advance
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