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Time series are data observed over time (either in continuous time or at discrete time periods).

5 votes
2 answers
840 views

Model selection and estimation for pseudo out-of-sample forecasting

I have quarterly data on inflation from 1990 Quartal 1 to 2016 Quartal 3. If I want to perform the pseudo out-of-sample forecasting one quarter ahead with an autoregressive function, do I have to es …
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