Econometrics: one step ahead forecast - page 130
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Well, well.
Tell that to those who are paid in USD and use it to pay for goods and services.
Well, well.
Tell that to those who are paid in USD and use it to pay for goods and services.
We are talking about forex, which is a foreign exchange market. There are no currencies in this market, only currency pairs
What am I doing?
You suggest converting to stationary in the first step. I do it in the second step and I can do it in the nth step.
The selection of weights is a particular problem. They will, of course, continually drift away, but if you take at least H4 they are not so fast.
Right now the index is dx=0.8 What is that? What can you buy with it?
What does the index have to do with it?
There is USD, for 1 USD you can buy a certain commodity.
The selection of weighting factors is a particular problem. They will, of course, continually drift away, but if you take at least H4 they are not so fast.
So, the weights are constantly changing and cannot be accurately estimated at any given time, but the forecast will be "flawless"??
We are talking about forex, which is a foreign exchange market. In this market there are no currencies, only currency pairs.
naturally couples expressed through exchange rates.
Fuck you, keep smoking!
Answer on "problem statement". Do you have one? If the "problem statement" contains words or combinations of "trend" and "noise", the probability that you will solve your own problem statement tends to zero.
the branch started with a description of the model:
cotier = trend + noise
What do you mean by that?
naturally couples expressed through exchange rates.
Fuck you, keep smoking!
thanks
What am I doing?
You suggest converting to stationary form in the first step. I do it in the second step and I can do it in the nth step.
that's good.
I'll leave you for a while. Business.