Fourthly, the paper makes a out-of-sample forecast, and the result shows that the model that this paper sets up is useful for short-term forecast, and the results are very accurate.
第四,根据建立的模型进行了样本外预测,结果表明我们的模型适合于短期预测,且预测结果非常精确。
参考来源 - 开放经济条件下货币需求的稳定性研究·2,447,543篇论文数据,部分数据来源于NoteExpress
发现宏观经济变量的样本外预测能力仍然相当的显著。
The results show that macro economic variables have obvious out-of-sample explain ability.
文章从样本内拟合能力、样本外预测能力、利率曲线形态方面比较了各个模型的表现。
We compared the models from performance of in-sample, performance of out of sample, and the shape and robustness of interest rate curves.
模型的跨度为一年的样本外条件异方差预测,显示出该年末汇率的震荡,与实际情况一致。
Out-of-sample volatility prediction performance of one year confirms the actual higher volatility in the end of the year.
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