Chartered Financial Analyst Level 2
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An analyst compares the out-of-sample forecasting performance of three autoregressive models on the same dataset and summarizes the following information:
Metric Model 1 Model 2 Model 3 Root mean squared error 3.20 1.55 1.05 Order of autoregression 1 2 3
Which of the models is most accurate?
An analyst compares the out-of-sample forecasting performance of three autoregressive models on the same dataset and summarizes the following information:
| Metric | Model 1 | Model 2 | Model 3 |
|---|---|---|---|
| Root mean squared error | 3.20 | 1.55 | 1.05 |
| Order of autoregression | 1 | 2 | 3 |
Which of the models is most accurate?
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