Econometrics: one step ahead forecast - page 16

 
sever31:
How about making a table and entering the predictions?

Okay.

 

I was looking for Brukow's book "How to Predict the Dollar Rate...", but came across an article from the Currency Speculator magazine archive (2006): How to Predict the Dollar Rate - very likely from the same author.

It is quite possible that these revelations, diluted into 270 pages, are the content of the book. Well in that case there is nothing interesting there.

And judging by his blog, the author is not that far away from TA (all the time talking about overbought/oversold).

 
Mathemat:

And judging by his blog, the author hasn't gone very far from TA (all the time talking about overbought/oversold).


Alexey, good night.

Do you see leaving TA as some kind of indicator?

Went to the link ...

 

Normal reference,-it's the same there:

Based on a statistical database of the exchange rates of the two currencies for 2005, we were able to solve the regression equation using the statistical least squares method. In general, we have got the equation of linear regU=A*X, where A is the regression coefficient between the two variables.

Alexey, don't worry, the people there are also armed with ANC and regression. However, they are not educated in statistics, but this is transient.

 

Physics, gentlemen traders. Only physics can save us from all kinds of unnecessary things :)

I am just saying that if the process is clear, you can get it in your teeth, but otherwise it looks uncomfortable :)

 

A bit of humour:

The 1995 Nobel laureate in economics, Robert Lucas, shared the monetary component of the award with his ex-wife. On getting married, this clever woman insisted on including a special clause in the prenuptial agreement: "The wife should receive 50% of any Nobel Prize". Interestingly, the contract expired on 31 October 1995.

___________________

P.S. The Nobel Prize is awarded annually at the beginning of October. She made an exceptionally accurate prediction!

P.P.S. More from the "VS" archive: What's in the "black box"? A very curious article.

 
Mathemat:


By the way, Alexey, why should all these gingerbread men have to go to SanSanych? I'm talking about the branch.

By the way - there was already a thread about that scoundrel of yours, Brückov ...

 

It was, I saw it, but it's been deleted. Never mind, it's no big loss...

P.S. By the way, the topic on Brukova hasn't been taken down yet, thanks to Vinin, I found it.

 

You should get out of here, imho

 

Should we open a thread: "About physics, statistics and other points of view ... " ?