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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 |
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There is no answer at this time. |
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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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