Consider again the Beijing data. Use bagging with 300 bootstrap iterations to predict the PM2.5 of Beijing.

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Consider again the Beijing data. Use bagging with 300 bootstrap iterations to predict the PM2.5 of Beijing. Again, reserve the last 365 observations as the forecasting subsample. Repeat the bagging analysis with 600 bootstrap iterations. Are there serial correlations in the residuals of the bagged tree with 600 iterations? Why?

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Nonlinear Time Series Analysis

ISBN: 9781119264057

1st Edition

Authors: Ruey S. Tsay, Rong Chen

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