out-of-sample forecasting

样本外预测,Out-of-Sample... ... ) One sample prediction 单样预测 ) Out-of-Sample Forecasting 样本外预测 ...

...由向量自我回归模型（VAR model）执行必要的样本外预测程序（Out-of-sample forecasting）与DM 统计量检定，实证结果 …

...f ( 1983,1988 ) 指出汇率结构式模型之样本外预测 ( out-of-sample forecasting ) 能力较随机游走 ( random walk ) 模型为差，此...