Econometrics: one step ahead forecast - page 23
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It's not for nothing. It's a worldview. That's what they taught me at the institute. Everyone has their own vegetable garden. That's what I wrote about in your post.
Show me the state space. We'll discuss it.
Didn't they teach you that at school... Or is it the cultivation of a kind of snobbery in an econometric environment?
hehe :))) a caste of econometricians
.
show the space of states...
But why would you, if you
I'm not interested in the opinion of technicians on economics.
I'm a techie, and you've been taught not to listen to techies. Your world view doesn't let you.
I'm a techie, and you've been taught not to listen to techies. Your world view doesn't let you.
The maths seems to be the same.
There's no need to get touchy about it. Everyone has their own area of application.
The maths seem to be the same.
Exactly!
So drop your econometric snobbery. Go back to the previous page. And think about what I said.
And since you don't understand where the "future" values come from in the KP formula, here's a hint.
This tay(t+1) is the "future".
Exactly!
So put aside your econometric snobbery. Go back to the previous page. And think about what I said.
And since you don't understand where the "future" values come from in the KP formula, here's a hint
This tay(t+1) is the "future".
Exactly!
So put aside your econometric snobbery. Go back to the previous page. And think about what I said.
And since you don't understand where the "future" values come from in the KP formula, here's a hint
this tay(t+1) is the future.
Got it. Look at the upper limit of the sum: Т-1
Just learn to respect other people. You can't be the only smart one out of a million idiots. You have to assume the opposite.
I'm using XP. And it doesn't take any such "future" values anywhere.
OK, here's some BP.
How is XP calculated at point 23, for example?
How is XP calculated at point 40?
Got it. Look at the upper limit of the amount: Т-1
Just learn to respect other people. You can't be the only smart one out of a million idiots. You have to assume the opposite.
Ehhh... you're so jumpy....
but again, you didn't get what I was saying on the previous page...
WhatI'm saying is that during the whole calculation on historical data, up to the last moment, i.e. T-1 in total, the calculation of the current value of KP is carried out taking into account the values of
tay(t-1) --- "past"
tay(t) --- "present"
tay(t+1) --- "future"
Ehhh... you're so jumpy....
but once again you don't understand what I was saying on the previous page...
And I'm saying that during the whole calculation on historical data, up to the last moment, i.e. T-1 in total, the calculation of the current value of KP is carried out taking into account the values of
tay(t-1) --- "past"
tay(t) --- "present"
tay(t+1) --- "future"
Substitute the last value of tay(t+1) into tay(t-1) to obtain tay(T) - the last point of the interval.
That's it. I declare you the smartest person on the forum.
OK, here's some BP
1) How is XP calculated at point 23, for example?
2) How is XP calculated at point 40?
For example, we need to get XP at 10 points, so we take:
1) points 23, 22, 21, 20....
2) points 40, 39, 38....
Another thing is that with a new point, the curve of KP calculated from the new "old" point will change.
avtomat:
However, why am I breaking my neck here.... It's such a fascinating game of KP... Have fun, I won't interfere...
I do not share the opinion of the topicstarter and believe that in the way he does, KP should not be used.
Also, I speak "in defense" not of ideas and methods of the topicstarter, but of XP, and to say that this filter uses "future" values, I think it is not correct. In the tester it may be possible to look into the future, but in real time it will not (where will it get these "future" values?). So the statement "KP uses data from the future" is profanity.