Econometrics: State-space model forecasting - page 22
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Honestly, it's not clear what you want.
You are posting some graphs, but not the model. You are asked questions about the model and you refuse to answer them. And the questions are innocuous enough.
So what do you want from this thread? We may discuss something only when the model is clear.
Right! Put the Eiffel Tower in front of Fagot first so that he, having felt it, believes in its existence, and only then discuss it.
And it's silly to explain higher mathematics to a first grader.
Delete the thread and ban the author. ))))
I saw figures somewhere: 700 downloads of the R wrapper, and 1200 downloads of the autoregression forecast indicator. The topic was opened under these people.
R contains many models. The complexity of using them programmatically is about the same - you refer to a function. What matters is WHAT the model displays in the quote. The advantage of the one given is that it is a dynamic model for a non-stationary process. As I see it, it is impossible to implement such a model in TA. As well as the indicator for R posted in kodobase.
)
OK, let's talk about models, functions, find the right ones. I suggest you read this theory https://www.mql5.com/ru/forum/140329 based on this model https://www.mql5.com/ru/articles/250 and the simulation results https://forum.mql4.com/ru/38834/page484, https://www.mql5.com/ru/signals/3810 to have a substantive discussion.
Delete the thread and ban the author. ))))
EconModel , just to be clear, show the schematic of your model, in general terms, without revealing any details. To see the structure and thought process.
Depending on the chosen basis of the state-space, one can build, respectively, a great many different models. Although they should all, in theory, reflect the same reality, the way they are handled may differ dramatically.
EconModel , just to be clear, show the schematic of your model, in general terms, without revealing any details. To see the structure and thought process.
Depending on the chosen basis of the state-space, one can build, respectively, a great many different models. Although they should all, in theory, reflect the same reality, the way they are handled may differ dramatically.
The next thing I have are the specific model formulas. Then there are the parameters for referencing the subprogrammes. I'm willing to discuss all this with people who also have experience modelling in state space, or trying like me to get such experience (other packages, other space formulas....). Not necessarily in R. But specifically.
Or now I have the problem of window size, on which (window) the result depends very much, up to the loss. I have ideas for window size prediction... But what is the response from the forum side?
I don't see any other incentive to maintain this thread.
Don't give a damn about the 'twig' incentives... Trust me, just trust me for now, that the benefits will come first and foremost to you. Then, in hindsight, you'll understand why I say that.
And don't pay attention to the husk. The foam will fall away on its own...
The next thing I have are the specific formulas for the model. Then there are the parameters for calling subprograms. I'm willing to discuss all this with people who also have experience modelling in state space, or trying like me to get such experience (other packages, other space formulas....). Not necessarily in R. But specifically.
Or now I have the problem of window size, on which (window) the result depends very much, up to the loss. I have ideas for window size prediction... But what is the response from the forum?
I don't see any other incentive to maintain this thread.