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Tagged with svar forecasting
2 questions
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1
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How to assess the quality of a forecast?
Let's say I have a time series model (VAR model for example). How can I know that my forecast is good ? I could use the R2 but is there something else? I also know I could just use in sample ...
- 457
0
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1
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Which variable keep/get rid in a time series model?
Let s say I have a big VAR model with many variables. Then I run the model. How can I know which variables I should keep or get rid of if I want to ameliorate my model ?
What if my model has so many ...
- 457