Evaluation of the Forecasting Quality

Оценка качества прогнозирования

Alexey Kurennoy

Published Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: This preprint describes a number of statistical tests for (unselective) assess the quality of forecasting. For each of these assumptions are presented and discussed to be executed for the corresponding test can be used. In addition, preprint extends the scope of applicability of the Giacomini and White tests, spreading them in the event of forecasts prepared according to the recursive scheme, but almost entirely dependent on the short-term observations.

Keywords: forecasting; forecasting quality; Giacomini test; White test (search for similar items in EconPapers)
Pages: 45 pages
Date: 2015-03
New Economics Papers: this item is included in nep-ets and nep-for
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:ppaper:mak7

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