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21–30 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Measuring Underlying Inflation

19 Dec 2006 Bulletin PDF 81KB
Address by Dr Tony Richards, Head of Economic Analysis Department to the Australian Business Economists, Sydney, 28 November 2006
https://www.rba.gov.au/publications/bulletin/2006/dec/pdf/bu-1206-2.pdf

Forecasts

11 Sep 2015 RDP 2015-04
Christian Gillitzer
Each number in the table represents the root mean squared error (RMSE) of the forecast relative to the RMSE of an autoregressive forecast; numbers less than unity indicate improved forecast accuracy
https://www.rba.gov.au/publications/rdp/2015/2015-04/forecasts.html

Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures

2 Dec 2009 RDP PDF 232KB
For each price measure we then calculate a root mean squared error (RMSE) between quarterly. ... 4, changes in the median and seasonally adjusted median are volatile with relatively high RMSEs.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-04.pdf

A Small BVAR-DSGE Model for Forecasting the Australian Economy

10 Feb 2009 RDP PDF 599KB
14. Table 3: RMSE of BVAR-DSGE over Different Values of λ2002:Q1–2007:Q4, VAR(3), percentage points. ... Table E1: RMSE of BVAR-DSGE over Different Lags and Values of λ2002:Q1–2007:Q4, percentage points.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-04.pdf

The Performance of Trimmed Mean Measures of Underlying Inflation

12 Dec 2006 RDP PDF 328KB
In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures versus similar measures of trend inflation.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-10.pdf

Appendix D: Estimation Results for Full Set of Explanatory Variables

31 Jan 2023 RDP 2023-01
Tom Cusbert
0.212. 0.227. 0.179. RMSE. 0.30. 0.20. 0.87. 0.68. Note: , and denote statistical significance at the 1, 5 and 10 per cent levels, respectively.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-d.html
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Modelling Inflation in Australia

1 Jul 2010 RDP PDF 497KB
They explain around 60 per cent of the variation in quarterly underlying inflation and have root mean squared errors (RMSE) that are generally less than 0.2 percentage points. ... a) RMSE is calculated as a weighted average of manufactures and
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-03.pdf

THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...

15 Oct 2014 RDP PDF 878KB
T1BLE 1: ME4SURES OF FIT, LINERRISED RB82 MODEL. RMSE RMSE 1959(4)-80(4) 74(l)-80(4). ... x102. For variables in logarithms, the RMSE is approximately equal to the Root Mean Squared Percentage Error of the original variables (d, Kh, x, i,.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf

Inflation Volatility and Forecast Accuracy

30 Oct 2009 RDP PDF 507KB
For both models,the root mean squared error (RMSE) fell substantially from the first to the second. ... In other words,it always predicts no change in inflation. We also present the RMSEs of a.
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-06.pdf

Appendix A: Income Imputation and Results

31 Dec 2003 RDP 2003-09
Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson
2. 0.204. RMSE. $26,000. RMSE. $19,000. RMSE. $20,500. Note: , and represent significants at 1, 5 and 10 per cent levels.
https://www.rba.gov.au/publications/rdp/2003/2003-09/appendix-a.html
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