Hi There:

I need helps with conducting Newey-West on Eviews. The paper I am handling is an "out-of-sample" prediction using three models: exponential smoothing, grey prediction and grey rolling models. The data are time-series. 10 in sample, 2 out-of-sample for estimating the prediction accuracies among the three models. If any of you could help, please let me know. Many many thanks.