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- Tue Apr 17, 2012 9:16 am
- Forum: Econometric Discussions
- Topic: Why out of sample forecast variance so large ?
- Replies: 0
- Views: 1446
Why out of sample forecast variance so large ?
i have got similar results as E-views 6 manual is showing for out of sample forecast of returns for 3 months period but how can the forecast variance be interpreted .Pls help me out cause i m questioned about the variance why so large .but no idea about it .