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- Wed Jun 17, 2015 11:01 am
- Forum: Econometric Discussions
- Topic: Out sample forcasting using monte carlo simulation
- Replies: 0
- Views: 1786
Out sample forcasting using monte carlo simulation
hello everyone, i am very new to simulations but i have this task to complete for my research.. 1.Estimate a model 2. Generate 37 random errors 3.calculate 37 forcast #'s 4.Subtract from real #'s to get errors(for-cast) 5Calculate MSE of 37 6.Repeat R times 7.Average over R times i just need someone...