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Somewhat strange behavior in forecast combination

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I tried your code and indeed elements in the two vectors are in opposite order.

But please see the attached screenshot. If I'm understanding the MSE table correctly, what the table gives are the in-sample MSEs, i.e., ones that are used to derive the weights. So, a larger MSE should mean a smaller weight. In the screenshot, c0n420 has the largest MSE, so it should have the smallest weight. c0n420 is the first variable in the list supplied to the command, and the first row of the ww3 vector is the largest. Wouldn't this mean that the weights are not in the order supplied to the command? Or am I confused at some point? I was wrong about the weights come sorted though - in this case with three variables rather than two, the weights are clearly not sorted.
2015-07-27 22_00_48-EViews.png




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