Número:
825
Publicado:
Clasificación JEL:
C53, C12, C14
Palabras clave:
Forecast Evaluation, Stochastic Order, Multiple Comparison

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Lina Fernanda Torres-Gutierrez, Gonzalo Ossa-Stipcianos, Edwin Mauricio Parra-Rodriguez, Egberto Alexander Riveros, Alvaro José Martinez-Monroy, Julián Andrés Gomez-Duran, Juan Sebastián Rojas-Moreno
Gómez-Molina Andrés Camilo, Carlos Quicazán-Moreno, Hernando Vargas-Herrera
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