For example, for a 1 step ahead forecast you will run the regression 20 times (20 quarters) and get 20 forecasts. Once you have a series of 20 forecasts you can use it and the actuals to compute an out-of-sample RMSE, MAE, etc.????
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- Sun Apr 10, 2016 11:30 pm
- Forum: Suggestions and Requests
- Topic: In sample and out of sample test
- Replies: 4
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