18.7 In Exercise 17.5 we asked you to estimate alternative ARIMA models for the 3 month Treasury...
Question:
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?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Econometric Models And Economic Forecasts
ISBN: 9780079132925
4th Edition
Authors: Robert Pindyck, Daniel Rubinfeld
Question Posted: