Borradores de Economia
Número:
825
Publicado:
Clasificación JEL:
C53, C12, C14
Palabras clave:
Forecast Evaluation, Stochastic Order, Multiple Comparison
Lo más reciente
Luis E. Arango, Luis E. Arango, Luz Adriana Flórez, Carlos Esteban Posada
Oscar Iván Ávila-Montealegre, Anderson Grajales, Juan José Ospina-Tejeiro, Mario Andrés Ramos-Veloza
Olga Lucia Acosta Navarro, Andrés Felipe Chitán-Caes, Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez Arenas
We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast