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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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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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
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Econometric Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
The aggregate level of credit losses predicted by Model C fits actual losses quite closely (the RMSE is 0.15), so this model provides a macro-level explanation that, while suffering ... This omission of lending standards is partly responsible for the
https://www.rba.gov.au/publications/rdp/2015/2015-06/eco-analysis.html

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

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
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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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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

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

Forecastability of Inflation

9 Nov 2009 RDP 2009-06
Jamie Hall and Jarkko Jääskelä
IT countries experienced a slightly better improvement in RMSE compared to non-IT countries, but, on average, forecast errors remain slightly smaller in the non-IT country sample. ... country breakdown of the forecast performance in Table 5, based on the
https://www.rba.gov.au/publications/rdp/2009/2009-06/for-inflation.html

Forecasting Performance Comparison

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
To evaluate the forecasting performance of the models we construct out-of-sample forecasts and compute their RMSE. ... Table 4: RMSE of BVAR-DSGE 2002:Q1–2007:Q4, VAR(3). Variable. One quarter ahead.
https://www.rba.gov.au/publications/rdp/2008/2008-04/for-per-comparisons.html
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