Econometrics: one step ahead forecast - page 86

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faa1947:
Can you enlighten me on how to account for the residual from the indicator in the TA? And in general, how do you account for the residual from the TA?

by drawdowns in the account :)
 
Avals:

on the drawdowns in the account :)
I'm interested in taking into account in the model, not in the result.
 
faa1947: I'm interested in considering in the model rather than rowing as a result.
It's simple. Instead of HP, calculate MA and everything else in the same way. Do you know the formula for MA?
 
Mathemat:
It's as simple as that. Instead of HP, calculate MA and everything else in the same way. You know the formula for MA, don't you?

For the remainder you have to write an indicator to see, right?
 
faa1947:
For the remainder you have to write an indicator to see, is that it?
A blind man's conversation with a deaf man, a mathematician's conversation with an econometrician. The simple MA is the arithmetic mean.
 
Reshetov:
A conversation between a blind man and a deaf man, a mathematician and an econometrician. Simple MA is the arithmetic mean.
Stay out of it and the deaf and blind cripple
 
faa1947: For the remainder you have to write an indicator to see, don't you?
What's there to write it for? Does EViews have HP but no Moving Average? And enlighten people what R^2 is there...
 
yosuf:
This is the biggest sticking point of any attempt to predict the future based on historical data: which hindsight to use? This situation is similar to when we try to define south-north and west-east from within a sphere.

The immediate one, Yusuf, the immediate one.

 
paukas:
To the next one, Yusuf, to the next one.
Which one, can you decide?
 
yosuf:
Which one, can you decide?
Yes. For example, to make a prediction one hour ahead, the previous 22 hours are sufficient.
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