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R code:one step ahead forecast
1 个回复 - 2519 次查看
1. Download from Quandl the quarterly S&P 500 Index ranging from 1988.Q1 to 2013.Q4.[/backcolor]
2. Divide the series into the in-sample estimation window (observations up to and includ-[/backcolor]
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2014-9-15 08:21 - glclare - 悬赏大厅
Beyond One-Step-Ahead Forecasting
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【作者(必填)】
【文题(必填)】
Beyond One-Step-Ahead Forecasting: Evaluation of Alternative Multi-Step-Ahead Forecasting Models for Crude Oil Prices
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【全文链接或数据库名称(选填)】 ...
2020-3-1 20:17 - ticket1988 - 求助成功区
求教如何做3-step ahead forecast
1 个回复 - 2701 次查看
现在在写financial forecasting的作业,里面有一项要求是
“Make a 3-step-aheadforecast of your series. Produce the series plot with upper and lower bound,the forecasted values and the most recent 10 obs ...
2013-12-9 14:08 - olinbtx - EViews专版