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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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

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31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
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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The Performance of Trimmed Mean Measures of Underlying Inflation

27 Mar 2013 RDP PDF 406KB
6. average of monthly headline CPI inflation rates. In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures with respect to similar measures of trend
https://www.rba.gov.au/publications/rdp/2006/pdf/brischetto-richards-final-paper-2007-05.pdf

Appendix D: Comparisons with Errors from Null Alternatives

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
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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VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

19 Nov 2012 RDP PDF 785KB
10. 8. 6. 4. 2. RMSE VAR(T}=3.9 RMSE VAR(D}=.2.5 RMSE BVAR=6.1. ... 25. 20. -10. RMSE VAR(T)-9.1 RMSE VAR(D)-8.9 RMSE BVAR-8.3. -15.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8802.pdf

A Weekly Model of the Floating Australian Dollar

19 Nov 2012 RDP PDF 1139KB
By comparing the root mean square. error (RMSE) of to F, one can deduce the benefit from using the Muth. ... expectations used. In section 2.3, more complex models are introduced. RMSE.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8612.pdf

A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance

19 Nov 2012 RDP PDF 1760KB
Judged by the root mean square error. (RMSE) over the sample period, both the average market participants' four-week. ... RMSE for the no-change forecast of 3.1 %. 6 Table 2 reports estimates of equation (3).
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf

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31 Dec 2010 RDP 2010-03
David Norman and Anthony Richards
0.309. 0.032. Adjusted R. 2. 0.395. 0.684. In-sample RMSE. 0.380. 0.152. ... a) RMSE is calculated as a weighted average of manufactures and non-manufactures regressions.
https://www.rba.gov.au/publications/rdp/2010/2010-03/results.html

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

Appendix A: Predictability of Capital Flows

21 Dec 2009 RDP 2009-09
Chris Becker and Clare Noone
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... Model. RMSE. i. /RMSE. Naïve. Countries for which p-value indicates significance at 5 per cent level.
https://www.rba.gov.au/publications/rdp/2009/2009-09/appendix-a.html