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We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in … scale-models and the implicit loss of information of small-scale models. The estimated common factor is used to forecast the …
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. Outof-sample results in terms of conventional forecast evaluation statistics and directional accuracy show TVP-VAR model …
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This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations,...
Persistent link: https://www.econbiz.de/10009959113
), Sri Lanka. The daily All Share Price Index (ASPI) of CSE from January 02, 1998 to December 29, 2006 for a total number of … forecasting performance in case of all share price index of CSE, Sri Lanka. -- GARCH model ; student-t with fixed DOF 10 ; GED …
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in favour of the TRAMO-SEATS method. In fact, this approach provides the best forecast. In terms of forecasting …
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