Analysis of Financial Time Series

Analysis of Financial Time Series
Publisher: John Wiley & Sons
Authors: Ruey S. Tsay
Published on: 2010-10-26
Page Count: 720 pages
Print Type: BOOK
Categories: Mathematics
Maturity Rating: NOT_MATURE
Language: en
Embeddable: Yes
PDF Available: Yes
EPUB Available: Yes
ISBN-13: 9781118017098
ISBN-10: 1118017099
... Forecasting Performance A rolling procedure was used by Montgomery et al. (1998) to forecast the unemployment rate ... MSE and mean forecast error to compare performance of the models. Table 4.4 shows the relative MSE of forecasts and ...

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