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- Tue Dec 13, 2011 5:22 am
- Forum: Programming
- Topic: PREDICTION ACCURACY
- Replies: 1
- Views: 2591
PREDICTION ACCURACY
Hi everyone. This is what I have to do for my job: I've got (say) two series inflation(inf) and output gap according to different definitions (og1, og2, og3 etc...). To judge the prediction occuracy of each measure of OG upon INF, i want to estimate INF=c(1) + c(2)OG with a rolling regression of thi...