Construct · 1 fields · 1 citations

forecast encompassing: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
forecastencompassing1 CONSTRUCTForecast encompassingHARVEY · FORECASTING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Forecasting

a test of whether one forecast already contains all the useful information in another, so combining adds nothing.

In forecasting, forecast encompassing refers to a test of whether one forecast already contains all the useful information in another, so combining adds nothing. This meaning comes from Harvey (1998) in Journal of Business & Economic Statistics.[1]

Unit
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Nearby constructs

business1 fields · 1 citationsanchor · a standalone constructinformation4 fields · 5 citationsjingle · one word, four constructs

References

  1. Harvey, D. I., Leybourne, S. J., & Newbold, P. (1998). Tests for Forecast Encompassing. Journal of Business & Economic Statistics, 16(2), 254-259. https://doi.org/10.1080/07350015.1998.10524759

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