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VAR forecasts and out-of-sample prediction
2009 Nov 27
0
VAR forecasts and out-of-sample prediction
...p, with expanding (or rolling, that's not a big issue), so then I will compare betas forecasts for February 2004 (April 2004 and February 2005) with the actual data and so on. Thanks in advance! -- View this message in context: http://old.nabble.com/VAR-forecasts-and-out-of-sample-prediction-tp26540692p26540692.html Sent from the R help mailing list archive at Nabble.com.