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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 dierences between the predicted and actual log returns....
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This note was uploaded on 08/08/2010 for the course AMS 316 taught by Professor Xing during the Fall '09 term at SUNY Stony Brook.
- Fall '09