Search: RMSEs

Sort by: Relevance Date
61–70 of 73 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

Search Results

An Empirical Comparison of Alternative Measures

31 Dec 2006 RDP 2006-03
James Hansen
54.0. Melbourne – constant. Prices growth. (a). 8.5. 8.8. 8.7. RMSE. ... Brisbane – constant. Prices growth. (a). 6.0. 6.3. 6.3. RMSE. 25.0.
https://www.rba.gov.au/publications/rdp/2006/2006-03/an-empirical-comparison-of-alternative-measures.html

Underlying Inflation: Concepts, Measurement and Performance

21 Jul 2005 RDP PDF 191KB
found by searching across different trims and choosing the time-invariant trim that minimises the root mean squared error (RMSE) when the underlying measure is compared to a ‘benchmark’. ... in the calculation of the RMSE and mean absolute deviation
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-05.pdf

The Stability of Money Demand

1 May 1987 RDP 8703
Adrian Blundell-Wignall and Susan Thorp
1.143. 2.84. RMSE. b. =0.029. 0.097. 5. γ. 2. = 0. ... 2.769). 0.00. 0.962. 2.95. RMSE. b. =0.014. 0.087. 5. γ. 2. =
https://www.rba.gov.au/publications/rdp/1987/8703/the-stability-of-money-demand.html

The Future of Inflation Targeting: Proceedings of a Conference

18 Apr 2012 Conferences PDF 1390KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/conf-vol-2004.pdf

Multivariate Modelling

1 Aug 1986 RDP 8612
Jeffrey R. Sheen
is the optimal forecast and. is the forecast error. By comparing the root mean square error (RMSE) of μ to. , ... Max. Min. RMSE. Australia. M3 (monthly). μ. 011. 009. –. –. 014. 587. 053. 99. 66. –. μ. 012. 005. –. –. –. F. 0.0008. 010.
https://www.rba.gov.au/publications/rdp/1986/8612/multivariate-modelling.html

Is it Possible to Pick Good Forecasters?

1 Aug 1983 RDP 8302
Ian Macfarlane and J.R. Hawkins
It is tempting to award points to the forecasts that did best on average, judged by both RMSE and correlation. ... That is, the forecasters were ranked from one to twelve by the size of their RMSE for each variable for each year.
https://www.rba.gov.au/publications/rdp/1983/8302/is-it-possible-to-pick-good-forecasters.html

The Changing Nature of the Business Cycle: Proceedings of a Conference

23 May 2007 Conferences PDF 2153KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/conf-vol-2005.pdf

The Exchange Rate, International Trade and the Balance of Payments: Proceedings of a Conference

12 Feb 2007 Conferences PDF 1144KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/conf-vol-1993.pdf

An Assessment of Estimates of the Output Gap

1 Aug 1998 RDP 9809
Gordon de Brouwer
RMSE. 0.0030. 0.0022. 0.0021. 0.0026. 0.0015. 0.0021. 0.0016. Mean absolute error. ... 0.0028. 0.0020. 0.0019. 0.0023. 0.0014. 0.0019. 0.0015. Note: RMSE is the root mean square error.
https://www.rba.gov.au/publications/rdp/1998/1998-09/assessment-of-estimates-of-the-output-gap.html

Underlying Inflation Concepts and Alternative Measures

31 Dec 2005 RDP 2005-05
Ivan Roberts
Bryan and Cecchetti (1994) suggest that the optimal trim can be found by searching across different trims and choosing the time-invariant trim that minimises the root mean squared error (RMSE) ... in the calculation of the RMSE and mean absolute
https://www.rba.gov.au/publications/rdp/2005/2005-05/underlying-inflation-concepts-measures.html