18.7 In Exercise 17.5 we asked you to estimate alternative ARIMA models for the 3 month Treasury...

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18.7 In Exercise 17.5 we asked you to estimate alternative ARIMA models for the 3 month Treasury bill rate. Now use your models to generate forecasts comparable to those in Example 18.1. Have you been able to construct a model whose forecasting perfor mance is better?

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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