Construct the 1-step-ahead forecast. Because you have reserved some of your observations (prediction sample), evaluate how good
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Following the results from Exercise 6 and 7 we construct the 1stepahead forecast for the quarterly house price growth rate in San Francisco and Albany based on the VAR3 model that we estimated previou...View the full answer
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Related Book For
Forecasting for Economics and Business
ISBN: 978-0131474932
1st edition
Authors: Gloria Gonzalez Rivera
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