Thesemethodsselect a finite number ofEWMAs of in-sample data with differentparameters, then make linearcombination of these EWMAs under different criteria, as the predictor of crude oilprice.
Gold is a great predictor of our economic health because as the most constant, objective measure of value in existence, its price is the single best measure of the value of the most important price in the world: the U.S. dollar.