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- Sat Jul 07, 2018 10:13 am
- Forum: Econometric Discussions
- Topic: Forecasting evaluation of RW and VECM
- Replies: 0
- Views: 3845
Forecasting evaluation of RW and VECM
Hi there, In the course of our seminar paper, my group and I wanted to compare the forecasts of both the rw with drift and a VECM (including macroeconomic variables like unempl, exch... etc, 1 lag) model to the actual values of the S&P 500 close values for a certain period. Unfortunately, we hav...