search for: 2004m1

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2010 Jul 28
2
Out-of-sample predictions with boosting model
...in the end I have an object bycountry that contains the in-sample predictions of the model, estimated for each country separately. What I would like to do is take this model and estimate it for each country using some initial data. I.e., estimate Australia with 1986m1-2003m12, make prediction about 2004m1, roll data forward. Estimate AUS with 1986m2-2004m1, predict 2004m2, etc for all data points. Now do the same for Canada, Denmark, etc. So I guess my problem is twofold. 1) How to make these out-of-sample predictions, by country, when my data has not been declared as time-series? (I do not think t...