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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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.
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2 May 2023
A glossary of terms used on the RBA website


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.
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Inflation Expectations in Advanced Economies

16 Mar 2017 Bulletin – March 2017
Rachel Adeney, Ivailo Arsov and Richard Evans
Anchored inflation expectations are important for price stability because expectations affect current actions. Although all inflation expectations measures provide some information about future inflation, professional forecasters have been the most


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.

Estimates of Uncertainty around the RBA's Forecasts

28 Jan 2015 RDP PDF 689KB
7. will fall within one RMSE of the forecast, and about a 95 per cent probability that they fall within two RMSEs of the forecast. ... Table 1: RBA RMSEs Relative to Variation in the Data Variable Horizon RMSE Significance Uncentred RBA Alternative Ratio

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.
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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.


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.

The Distribution and Measurement of Inflation

1 Dec 2009 RDP PDF 325KB
17 All seasonal adjustment was conducted using EZ-X11. 20. MAD and RMSE. ... RMSE (sa). RMSE (nsa). 21. 3.6 Choosing the Statistical Core Inflation Series.