thank you for the video! when i run the CUSUM sq test without log i get a stable results while when i use log the graph is not stable, what should i do in this case? ( PS: i use log because my data numbers are too high, and my model is vecm do i need this test ?)
I trust you are doing well. My research interests is on forecasting of Tourist Arrivals. I attempted to perform long-term forecasting i.e., from 2019-2031. The data is available from 2008 to 2021, however, the pandemic years 2019-2021 data is not credible for forecasting. I have eliminated 2019-2021 to demonstrate the pre-pandemic normal tourism arrivals in 2031. Used Decomposition, Box Jenkins, and Holt Winter's and validated the accuracy using RMSE, MAPE, and Theil'd U coefficients. However, I have recently received a comment from the research community that "MAPE should not represent the forecasting performances from 2019-2031." Could you please help me understand the reason for this comment as to why MAPE is not suitable for forecast accuracy estimations?
Thanx for this explanation. Is it possible to test the structural breaks in panel data by Eviews? If yes , how ? Thanx again
Can this process be utilized in the ARDL model. Can you suggest the video pertaining the detection of structural breaks in ARDL?
thank you for the video! when i run the CUSUM sq test without log i get a stable results while when i use log the graph is not stable, what should i do in this case? ( PS: i use log because my data numbers are too high, and my model is vecm do i need this test ?)
Is your data having negative values
Hi Sir can we do structural break analysis on panel data on eviews
No
@@DhavalSaifaleeAaryash thanks for replying sir.
I trust you are doing well.
My research interests is on forecasting of Tourist Arrivals. I attempted to perform long-term forecasting i.e., from 2019-2031. The data is available from 2008 to 2021, however, the pandemic years 2019-2021 data is not credible for forecasting. I have eliminated 2019-2021 to demonstrate the pre-pandemic normal tourism arrivals in 2031. Used Decomposition, Box Jenkins, and Holt Winter's and validated the accuracy using RMSE, MAPE, and Theil'd U coefficients. However, I have recently received a comment from the research community that "MAPE should not represent the forecasting performances from 2019-2031."
Could you please help me understand the reason for this comment as to why MAPE is not suitable for forecast accuracy estimations?