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Level 22
· ◆◆◆◆ · ~13 min
Forecasting
Forecasting
"Predict the future from the past with autoregressive models — and judge them the only way that matters: out of sample."
autoregressive (AR) modelsone-step-ahead forecastsin-sample vs out-of-sampleforecast evaluation with RMSEparsimony beats complexity
A short lesson, then a quiz. ❤️×3 — a wrong answer costs a heart; finish with at least one left and the level is yours. Lose all three and you'll have to try again. Replay any time — XP and cleared levels are never lost.