Timeline for Out of sample and In sample forecasting - R squared
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 19, 2019 at 0:47 | comment | added | James Phillips | I would summarize as: this tendency is not coincidence. | |
| Sep 18, 2019 at 22:47 | comment | added | Dave | You may get lucky (something like that) and do better out-of-sample than in-sample, but you’d expect in-sample to do better. | |
| Sep 18, 2019 at 21:22 | history | edited | Stephan Kolassa | CC BY-SA 4.0 |
added 1532 characters in body
|
| Sep 18, 2019 at 20:43 | comment | added | Mark Switz | Firstly, thanks for your answer it was really useful. However, I am still wondering if the tendency for smaller R2 for in-sample forecasting is just coincidence or more like a rule. | |
| Sep 18, 2019 at 20:33 | history | answered | Stephan Kolassa | CC BY-SA 4.0 |