Skumulowany błąd prognoz jako metoda wyboru modelu
Journal Title: Acta Universitatis Nicolai Copernici, Ekonomia - Year 2010, Vol 41, Issue 1
Abstract
Celem artykułu jest prezentacja i wykorzystanie skumulowanego błędu prognoz na jeden okres naprzód (APE) nie tylko jako metody (strategii) wyboru modelu, ale również jako narzędzie do wyboru samej strategii (meta-wybór). Na przykładach empirycznych metoda APE jest porównywana z metodami wykorzystującymi kryteria informacyjne (AIC i BIC). Otrzymane wyniki wskazują na dużą praktyczną przydatność metody APE.
Authors and Affiliations
Mariola Piłatowska
Keywords
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