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Gretl Tutorial 6: Modeling and Forecasting Time Series Data
12:20
YouTubedataminingincae
Gretl Tutorial 6: Modeling and Forecasting Time Series Data
In this video we run a linear regression on a time series dataset with time trend and seasonality dummies. Then, we perform and evaluate the accuracy of an in-sample forecast, as well as perform an out-of-sample (i.e., into the future) forecast. TABLE OF CONTENTS: 00:00 Introduction 00:12 What we will do in this Video 00:40 Data 01:14 Glimpse ...
78.8K viewsSep 20, 2014
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