Econometrics: one step ahead forecast - page 14
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The result of yesterday's prediction came true
I do not understand. Clarify. The given models are quite meaningful, much more meaningful than any set of indicators. What do you mean?
Well, just to be clear, here is a pendulum as an illustrative example.
So I ask for an example from econometrics -- with meaningful variables -- inputs, intermediate, outputs -- e.g. "GDP", "taxes", "subsidies", etc.
You are making time series transformations that have nothing to do with econometrics.
what was the forecast? if memory serves 1.3790
in the picture, here, 1.3619. But the target is not forecast - the forecast is long. It has come true. If forecasting the target, you have to specify the target error.
Well, just to be clear, here is a pendulum as an illustrative example.
So I ask for an example from econometrics -- with meaningful variables -- inputs, intermediate, outputs -- e.g. "GDP", "taxes", "subsidies", etc.
You are making time series transformations that have nothing to do with econometrics.
I am forecasting EURUSD - that is my practical interest, and you are probably from the State Duma
Well, to avoid going too far, here's a pendulum as a prime example.
Don't bother me with the controls - I'm not interested.
If we talk about state spaces, they are widely used in econometrics, but when describing them I have never seen any reference to control.
Don't bug me with control - I'm not interested.
If we talk about state spaces, they are widely used in econometrics, but I have never seen any reference to control in their descriptions.
In that case, what does econometrics have to do with it?
For the particularly gifted: currency refers to economics. For the world's best finance minister, Kudrin, this was position number one. True, other economists distinguish between other measurable economic quantities such as GDP, taxes, etc. But I'm like Kudrin. I agree in advance that you are a broader economist than me and Kudrin.
Let's get to the merits of the branch. You have your own thread where you have been pushing your ideas. I am not pushing anything, just applying an econometric package.
Give me a link to see how they are widely used in econometrics
In EViews, state space is a type of model.
For you personally, although you could google it