Search: RMSEs

Sort by: Relevance Date
1–10 of 31 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

Search Results

Estimation Results

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Errors in predicting actual conditions in years 1996 to 2015. RMSEs for predictions of conditions in:. ... Compared with the size of the RMSEs themselves, such differences seem relatively unimportant.
https://www.rba.gov.au/publications/rdp/2017/2017-01/estimation-results.html
See 7 more results from "RDP 2017-01"

Results

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
RMSE of forecasts for quarterly inflation (one quarter ahead). 1976–1980. 0.36. ... 0.21. RMSE of forecasts for year-ended inflation (one year ahead). 1976–1980.
https://www.rba.gov.au/publications/rdp/2003/2003-12/results.html
See 1 more results from "RDP 2003-12"

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
See 6 more results from "RDP 2012-07"

Results

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

Results

31 Dec 2000 RDP 2000-02
Andrea Brischetto and Graham Voss
RMSE for forecast sample: 1990:Q1–1999:Q1. Forecast horizon (quarters). p. 1. 2. ... horizon. All RMSE statistics are in terms of levels of the activity series.
https://www.rba.gov.au/publications/rdp/2000/2000-02/results.html

Empirical Analysis

31 Dec 2006 RDP 2006-10
Andrea Brischetto and Anthony Richards
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
See 1 more results from "RDP 2006-10"

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

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
See 2 more results from "RDP 2023-01"

Results

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
See 3 more results from "RDP 2013-07"

Appendix C: Forecast Performance

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
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
See 1 more results from "RDP 1999-04"