Dependency statistics in quotes (information theory, correlation and other feature selection methods) - page 63

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Is it then correct to say that econometrics is a calculator with patterns? That econometrics does not postulate axioms, theorems and hypotheses? And would the expression "from the perspective of econometrics" be meaningless, for example, as we say in relation to the same physics?

What's a calculator with a pattern there. Just like TA requires knowledge, experience, intuition ....

From positions - if econometrics techniques are applied, then "from positions". For example, if just a figure is calculated - "not from position", if a confidence interval is added to the figure, then on the way to position.

This means that the reliability of the prediction falls. With each step it gets smaller and smaller. Is that correct?

Of course it is.

 
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Let's clarify what is meant by the analytical form. Can you give us an example?
The formula is. ERUUSD = a+b*EURUSD(-1). I can't remember the limitations of the formula right now. Not just one, but many formulas. The usual mathematics. There could be systems of equations.
 
That's all for today.
 
faa1947:
That's all for today.
Thank you very much, that's enough for me ;)
 

Это значит. что падает достоверность прогноза. С каждым шагом она становится все меньше. Так правильно?

faa1947: Of course.

I don't like it on principle. And I strongly disagree with it :)
 
So do I. In our model, a two-step-ahead forecast can be made without regard to the previously forecast one-step-ahead value, and yet, as Alexey has already said, the information flow is almost uninterrupted. And so for tens, if not hundreds of bars. The problem so far is that there is no universal TI pattern.
 
Mathemat:
I don't like that in principle. And I strongly disagree with it :)

It doesn't matter;)

Econometrics itself does not state anything as it comes out. It only has a set of moulds. What fits the molds, it calculates, what does not, sorry.

If you have the guts ("What's a calculator with a template. Just like TA requires knowledge, experience, intuition ...."), then the patterns can be moved or made differently.

 
alexeymosc:
So do I. In our model, a two-step-ahead forecast can be made without regard to the previously forecast one-step-ahead value, and yet, as Alexey has already said, the information flow is almost uninterrupted. And so for tens, if not hundreds of bars. So far the problem is that there is no universal TI pattern.
There is one in TA, I recommend it ;)
 
...: And that's beside the point ;)

Econometrics itself does not state anything as it comes out. It only has a set of moulds. What fits under the molds, it considers, does not, sorry.

It apparently claims to be the only truly scientific way of knowing the market.

P.S. A little later I will try to post the results of a similar study of prices, not returns. Only there it will be with chi-squared, not in TI language.

 
Mathemat:
It seems to claim to be the only truly scientific way of knowing the market.

I was about to end my presence here. But let's wait until tomorrow. Let faa1947 confirm or refute your point with fresh air. My question: econometrics does not postulate axioms, theorems and hypotheses?

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