Unformatted text preview: diagnostic checks on the Ftted model. 4. Compute k-weeks-ahead forecasts ( k = 1 , 2 , . . . , 8) based on the Ftted model, using April 30, 2007 as the forecast origin. Give the standard errors of your forecasts and compare them with the forecast errors, which are the di±erences between the predicted and actual log returns....
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- Fall '09
- 1932, 1916, 1946, 1928, weekly log returns