self archived publications
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Updated
Sep 28, 2021
self archived publications
Analysis on the quality and determinants of economic forecasts pre-Covid 19
Supplementary materials for the following publication: Davydenko, A., & Goodwin, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal of Statistics and Probability, 10(5), 46-69. https://doi.org/10.5539/ijsp.v10n5p46
Forecast Evaluation Package for gretl
Analysis on the quality and determinants of economic forecasts during the Covid 19 pandemic
This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.
Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)
Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.
Comparing sequential forecasters via confidence sequences & e-processes
scores: metrics for the verification, evaluation and optimisation of forecasts, predictions or models
Utilities for Scoring and Assessing Predictions
Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.
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