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Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. C. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. D. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. Which of the following statements is not true for iterated and direct multi-period forecasting models? O A. Iterated multi-period forecasts are preferred over direct multi-period forecasts even if one or more of the equations in the VAR are specified incorrectly, perhaps because of neglected nonlinear terms. O B. If the underlying one-period ahead model is specified correctly, then the coefficients are estimated more efficiently by iterated than by a direct multi-period ahead regression. O C. Because a different model is used at every horizon for direct forecasts, sampling error in the estimated coefficients can add random fluctuations to the time paths of a sequence of direct multi-period forecasts. O D. Because they are produced using the same model, iterated forecasts tend to have time paths that are less erratic across horizons than do direct forecasts. If Y₁ is integrated of order d - that is, if Y. is /(d), then Y, must be differenced times to eliminate its stochastic trend; that is, is stationary.

Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. C. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. D. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. Which of the following statements is not true for iterated and direct multi-period forecasting models? O A. Iterated multi-period forecasts are preferred over direct multi-period forecasts even if one or more of the equations in the VAR are specified incorrectly, perhaps because of neglected nonlinear terms. O B. If the underlying one-period ahead model is specified correctly, then the coefficients are estimated more efficiently by iterated than by a direct multi-period ahead regression. O C. Because a different model is used at every horizon for direct forecasts, sampling error in the estimated coefficients can add random fluctuations to the time paths of a sequence of direct multi-period forecasts. O D. Because they are produced using the same model, iterated forecasts tend to have time paths that are less erratic across horizons than do direct forecasts. If Y₁ is integrated of order d - that is, if Y. is /(d), then Y, must be differenced times to eliminate its stochastic trend; that is, is stationary.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. ☐C. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. D. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. Which of the following statements is not true for iterated and direct multi-period forecasting models? O A. Iterated multi-period forecasts are preferred over direct multi-period forecasts even if one or more of the equations in the VAR are specified incorrectly, perhaps because of neglected nonlinear terms. O B. If the underlying one-period ahead model is specified correctly, then the coefficients are estimated more efficiently by iterated than by a direct multi-period ahead regression. O C. Because a different model is used at every horizon for direct forecasts, sampling error in the estimated coefficients can add random fluctuations to the time paths of a sequence of direct multi-period forecasts. O D. Because they are produced using the same model, iterated forecasts tend to have time paths that are less erratic across horizons than do direct forecasts. ▼is stationary. If Y+ is integrated of order d - that is, if Y is /(d), then Y, must be differenced ▼times to eliminate its stochastic trend; that is,
Transcribed Image Text:Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. ☐C. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. D. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. Which of the following statements is not true for iterated and direct multi-period forecasting models? O A. Iterated multi-period forecasts are preferred over direct multi-period forecasts even if one or more of the equations in the VAR are specified incorrectly, perhaps because of neglected nonlinear terms. O B. If the underlying one-period ahead model is specified correctly, then the coefficients are estimated more efficiently by iterated than by a direct multi-period ahead regression. O C. Because a different model is used at every horizon for direct forecasts, sampling error in the estimated coefficients can add random fluctuations to the time paths of a sequence of direct multi-period forecasts. O D. Because they are produced using the same model, iterated forecasts tend to have time paths that are less erratic across horizons than do direct forecasts. ▼is stationary. If Y+ is integrated of order d - that is, if Y is /(d), then Y, must be differenced ▼times to eliminate its stochastic trend; that is,
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