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21–30 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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

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

The Sticky Information Phillips Curve: Evidence for Australia

15 Apr 2015 RDP PDF 737KB
Each number in the table represents the root meansquared error (RMSE) of the forecast relative to the RMSE of an autoregressiveforecast; numbers less than unity indicate improved forecast accuracy relative toan
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-04.pdf

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
model (as measured by their root meansquared error (RMSE)). ... the forecasting performance across models primarilyby their RMSE and their bias.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf

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
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-07.pdf

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

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"

Realisation Ratios in the Capital Expenditure Survey

19 Dec 2013 Bulletin – December 2013
Leon Berkelmans and Gareth Spence
The Australian Bureau of Statistics capital expenditure survey is one of the inputs into the Reserve Bank's forecasts for private business investment. This article considers several methods for interpreting the expectations data from this survey and
https://www.rba.gov.au/publications/bulletin/2013/dec/1.html

Realisation Ratios in the Capital Expenditure Survey

18 Dec 2013 Bulletin PDF 367KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-1.pdf

Indicators of Labour Demand

19 Sep 2013 Bulletin – September 2013
Kim Edwards and Linus Gustafsson
There are several indicators of labour demand that can be used to assess labour market conditions and as inputs into forecasts of employment growth. These include measures of job vacancies, job advertisements and business surveys of employment
https://www.rba.gov.au/publications/bulletin/2013/sep/1.html