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Q: Statistical Tests of Time Series Forecasting Accuracy ( No Answer,   1 Comment )
Question  
Subject: Statistical Tests of Time Series Forecasting Accuracy
Category: Science > Math
Asked by: acetrader00-ga
List Price: $5.00
Posted: 19 Jan 2003 09:22 PST
Expires: 18 Feb 2003 09:22 PST
Question ID: 145554
Find websites which deal with statistical testing of the reliability
and validity of predictions particularly with reference to testing
significance of forecasting accuracy on time series data
Answer  
There is no answer at this time.

Comments  
Subject: Re: Statistical Tests of Time Series Forecasting Accuracy
From: andy22-ga on 25 Jan 2003 07:30 PST
 
This is such a great question - I can't believe there are no takers
yet.

You are referring to time series analyses such as those found in
Tisean, for example:
http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1

For financial time series modelling, see:
http://www.coe.uncc.edu/~hphillip/
http://quantlib.org/lists.html

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