Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Prediction of the future events. It is a special case of [prediction], in the context of [time-series].
5
votes
2
answers
4k
views
Prediction with GLS
Let's say I build a Generalized Least Squares model. I follow the standard procedure and first estimate a LM model. Then I create an error-response covariance matrix based on the residuals of this mod …
3
votes
2
answers
2k
views
Residual analysis of cross-sectional time-series forecasts
I have forecasts and actuals for panel data (i.e. time-series cross-sectional data). The forecasts are already generated and provided by some source outside of R. I'd like to evaluate the quality of t …
1
vote
Constructing a naive recession forecast
Use a logistic model predicting the probability of a recession using independent variables such as the slope of the yield curve, trailing stock market returns, short-interest rate, and credit spreads. …