Using SPA in simulation

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gsucarrat

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Mar 11, 2008, 8:28:50 AM3/11/08
to Testing for Superior Predictive Ability
Hi,

I am working on a research project where I would like to study
(through simulation) the power of the SPA-test in a specific
situation. The issue I face is the following. The manual of the SPA
test suggests that I use the command "MCobj.DoEstimation()" in order
to do the estimation and print the results, where "MCobj" is the name
of my MulCom object. For my purposes this is impractical since
printing the results at each simulation would slow down the
simulations considerably. Instead I would like to store the results -
for example in terms of a matrix or an array - so that I can access
and analyse the output at each simulation rather than having it
printed. Could anyone give me an indication of how to do this? As far
as I can see the MulCom manual does not provide any guidance for how
to do this. I have also looked at the Ox documentation for the
database() and modelclass() classes, which MulCom() derives from. But
I am still unable to achieve what I want (admittedly this might be
because I am not an "expert" user of Ox).

(I am running SPA 2.02 under Ox 5.00 Professional.)

Best,
Genaro Sucarrat
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