outest输出的mse，还是output cev?

用eviews直接输出了啊。

多谢。可是我是用sas做的，不确定sas里面怎么输出的？

If you use proc autoreg, you can output variance with output statement with keyword HT.

HT=variable
writes to the output data set the value of the error variance  from the heteroscedasticity model specified by the HETERO statement or the value of the conditional error variance  by the GARCH= option in the MODEL statement.

cev=。。。