Search: RMSEs
RBA Glossary definition for RMSEs
RMSEs – Root Mean Squared Errors
Search Results
Volatility in International Capital Movements
15 Dec 2009
RDP
PDF
240KB
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... However, for emerging economies the average RMSE for the naïve model is more than twice as large as that for industrialised countries (not shown).
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-09.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
Introduction
16 May 2008
RDP
2008-02
2007). While point forecast combinations are usually evaluated according to root mean squared errors (RMSE), the criteria for evaluating density forecasts are less clear cut.
https://www.rba.gov.au/publications/rdp/2008/2008-02/introduction.html
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Combining Multivariate Density Forecasts Using Predictive Criteria
14 May 2008
RDP
PDF
352KB
While point forecast combinationsare usually evaluated according to root mean squared errors (RMSE), the criteriafor evaluating density forecasts are less clear cut. ... For point forecasts,accuracy is usually interpreted to mean that the forecast errors
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf
Out-Of-Sample Forecasting
1 Nov 1996
RDP
9606
For each forecast horizon from 1 to 8 periods into the future, the root mean squared error (RMSE) is generated for each model. ... forecast. In our case, if the financial aggregates add no value to the forecast, the two VAR model alternatives should have
https://www.rba.gov.au/publications/rdp/1996/9606/out-of-sample-forecasting.html
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An Empirical Comparison of Alternative Measures
31 Dec 2006
RDP
2006-03
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
Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real Time
11 Dec 2006
RDP
PDF
312KB
d) Root-mean-squared error (RMSE) of difference in inflation rates from a centred 9-term Henderson trend, in percentage points. ... b) The seasonally adjusted series produced by the BLS. (c) RMSE of difference in inflation rates from a centred 23-term
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-11.pdf
A Tale of Two Surveys: Household Debt and Financial Constraints in Australia
2 Dec 2009
RDP
PDF
168KB
A TALE OF TWO SURVEYS: HOUSEHOLD DEBT AND FINANCIAL CONSTRAINTS IN AUSTRALIA. Gianni La Cava and John Simon. Research Discussion Paper 2003-08. July 2003. Economic Research Reserve Bank of Australia. The authors thank Jeremy Lawson for assisting in
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-08.pdf
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
Credit Losses at Australian Banks: 1980–2013
8 May 2015
RDP
PDF
1495KB
Research Discussion Paper. Credit Losses at Australian Banks: 1980–2013. David Rodgers. RDP 2015-06. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf