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عنوان فارسی مقاله:
تفسیر برآورد بایاس پیش بینی
عنوان انگلیسی مقاله:
Interpreting estimates of forecast bias
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بخشی از مقاله انگلیسی:
2. Analysis of alternative model specifications
Ericsson (2017) and Gamber and Liebner (2017) assess forecasts of U.S. federal debt, focusing on the economic and statistical bases for the selected impulse indicators from IIS. Although Ericsson (2017) and Gamber and Liebner (2017) evaluate the same set of forecasts, they obtain different empirical results and offer different interpretations of those results. Section 3 below resolves the differences in interpretation through a re-examination of IIS. The current section resolves the differences in the empirical results themselves—both qualitatively and quantitatively—through an encompassing approach by examining alternative model specifications. In particular, encompassing analysis of an analytical example demonstrates how certain model specifications reduce the power of tests to detect impulse indicators, where that power depends directly on t-ratios for the indicators. The encompassing analysis implies that some relevant indicators may nonetheless appear unimportant in certain models, simply because those models omit relevantvariables, thereby increasing the residual standard error and hence reducing the t-ratios. The current section first presents the analytical example and then applies it to the disparate empirical results with IIS.
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کلمات کلیدی:
2.5 Evaluating forecast accuracy | OTexts https://www.otexts.org/fpp/2/5 The forecast error is simply ei=yi−ˆyi, which is on the same scale as the data. ... The most commonly used measure is: Mean absolute percentage error: ..... and use the observations at times 1,2,…,k+i−1 to estimate the forecasting model. Estimating and Forecasting Biases - Lee Merkhofer Consulting www.prioritysystem.com/reasons1b.html Biases in estimation and forecasting cause organizations to choose the wrong projects. ... They interpret statistical correlation as implying cause-and-effect. Measuring Forecast Accuracy: Approaches to Forecasting : A Tutorial ... https://scm.ncsu.edu/.../measuring-forecast-accuracy-approaches-to-forecasting-a-tuto... Jan 25, 2011 - How Do We Measure Forecast Accuracy? Measures of Forecast Accuracy Mean Forecast Error (MFE) Mean Absolute Deviation (MAD) Regression Analysis: How to Interpret S, the Standard Error of the ... blog.minitab.com/.../regression-analysis-how-to-interpret-s-the-standard-error-of-the-... Jan 23, 2014 - Regression Analysis: How to Interpret S, the Standard Error of the Regression ... error of the regression and as the standard error of the estimate. ... Read more about how to obtain and use prediction intervals as well as my ... Searches related to Interpreting estimates of forecast bias forecasting accuracy measures theil inequality coefficient interpretation theil inequality coefficient forecast evaluating forecast accuracy theil u statistic how to measure forecast accuracy in excel theil inequality coefficient eviews theil's inequality coefficient investopedia
