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Results tagged with moving-window
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user 106229
A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. AKA "rolling window".
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Rolling vs Recursive vs Fixed Window Regression
Your definitions are correct.
Economic Forecastsing - Elliot and Timmerman (2016) is a good ref for that.
See the image therein:
However I'm still somewhat confused between multi-step ahead
forecast …
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