Search: RMSEs
RBA Glossary definition for RMSEs
RMSEs – Root Mean Squared Errors
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Appendix D: Comparisons with Errors from Null Alternatives
31 Dec 2012
RDP
2012-07
Download the Paper 690. KB. Table D1: Underlying Inflation Forecast RMSEs – RBA and Random Walk. ... 1993:Q1–2011:Q4. Horizon. RMSE. Significance. R. 2. (quarters ahead). RBA. Random walk.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-d.html
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Empirical Analysis
31 Dec 2006
RDP
2006-10
RMSE of 25–40 per cent relative to forecasting with headline inflation itself. ... Figure 8: Forecasting Inflation over Next Three Months. RMSE. Notes: Dots show forecast performance of exclusion measures.
https://www.rba.gov.au/publications/rdp/2006/2006-10/empirical-analysis.html
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Forecasting Australian Economic Activity Using Leadership Indicators
1 Dec 2009
RDP
PDF
338KB
The RMSE results reported are those from thespecification with the smallest RMSE at the eight-quarter horizon. ... These are roughly the same magnitude as the RMSE statistics themselvesindicating that the forecasts are fairly unreliable.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-02.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
Forecasts for quarterly inflation (one quarter ahead). RMSE 0.31 0.32 0.44 0.33 0.38. ... RMSE of forecasts for quarterly inflation (one quarter ahead). 1976–1980 0.36 0.43 0.53 0.44 0.54.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Realisation Ratios in the Capital Expenditure Survey
19 Dec 2013
Bulletin
– December 2013
The Australian Bureau of Statistics capital expenditure survey is one of the inputs into the Reserve Bank's forecasts for private business investment. This article considers several methods for interpreting the expectations data from this survey and
https://www.rba.gov.au/publications/bulletin/2013/dec/1.html
Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures
2 Dec 2009
RDP
PDF
176KB
Sydney – constant. Prices growth(a) 7.8 8.1 7.9. RMSE 25.1 25.4 25.7. ... RMSE 25.5 25.7 25.7. SSC 50.7 50.0 49.4. Brisbane – constant.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-03.pdf
Results
31 Dec 2013
RDP
2013-07
Table 4: BVECMX and BVARX Forecast Results – RMSE. Series. Including error-correction terms. ... Table 9: RMSE Without the Export Error-correction Term. Ratio to baseline model.
https://www.rba.gov.au/publications/rdp/2013/2013-07/results.html
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Forthcoming in Economic Record December 1983 ECONOMIC FORECASTS AND ...
23 Feb 2017
RDP
PDF
762KB
choose between most of the forecasters. For example,. for GOP, the RMSE of the average of the forecasts was. ... of their RMSE for each variable for each year. Rank. correlation coefficients were then calculated for.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8302.pdf
Appendix C: Forecast Performance
1 May 1999
RDP
1999-04
0.049. RMSE. 0.098. 0.094. 0.103. 0.377. 0.108. MAPE. 482.510. 640.474. 431.204. ... 0.048. RMSE. 0.097. 0.094. 0.100. 0.111. 0.094. MAPE. 448.560. 640.634. 584.847.
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-c.html
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Realisation Ratios in the Capital Expenditure Survey
18 Dec 2013
Bulletin
PDF
367KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-1.pdf