Chartered Financial Analyst Level 2
Get started today
Ultimate access to all questions.
An analyst is comparing the out-of-sample forecasting performance of an AR(1) model and an AR(2) model for monthly inflation rates. Which of the following metrics is the most appropriate for making this comparison?
An analyst is comparing the out-of-sample forecasting performance of an AR(1) model and an AR(2) model for monthly inflation rates. Which of the following metrics is the most appropriate for making this comparison?
Exam-Like
A
B
Durbin–Watson statistic
C
Root mean squared error
Comments
Loading comments...