Upper bound criterion for testing the stability of root mean squared forecast error (Q5454970)
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scientific article; zbMATH DE number 5257927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Upper bound criterion for testing the stability of root mean squared forecast error |
scientific article; zbMATH DE number 5257927 |
Statements
Upper bound criterion for testing the stability of root mean squared forecast error (English)
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3 April 2008
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dynamic regression
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confidence interval
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RMSFE
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CVPP
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restricted cross validity predictive power
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RCVPP
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0.6456860899925232
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0.6427872180938721
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0.6390016674995422
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0.6389493942260742
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