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11–20 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach

27 Feb 2017 RDP PDF 1444KB
forecast errors (RMSEs) made by various private and government forecasters over the past twenty. ... equal to the median forecasts plus or minus historical RMSEs at different horizons cover.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf

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
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Forecasting Australian Economic Activity Using Leadership Indicators

1 Dec 2009 RDP PDF 338KB
The RMSE results reported are those from thespecification with the smallest RMSE at the eight-quarter horizon. ... These are roughly the same magnitude as the RMSE statistics themselvesindicating that the forecasts are fairly unreliable.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-02.pdf

The Real-time Forecasting Performance of Phillips Curves

2 Dec 2009 RDP PDF 127KB
Forecasts for quarterly inflation (one quarter ahead). RMSE 0.31 0.32 0.44 0.33 0.38. ... RMSE of forecasts for quarterly inflation (one quarter ahead). 1976–1980 0.36 0.43 0.53 0.44 0.54.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf

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

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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Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures

2 Dec 2009 RDP PDF 176KB
Sydney – constant. Prices growth(a) 7.8 8.1 7.9. RMSE 25.1 25.4 25.7. ... RMSE 25.5 25.7 25.7. SSC 50.7 50.0 49.4. Brisbane – constant.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-03.pdf

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
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Forthcoming in Economic Record December 1983 ECONOMIC FORECASTS AND ...

23 Feb 2017 RDP PDF 762KB
choose between most of the forecasters. For example,. for GOP, the RMSE of the average of the forecasts was. ... of their RMSE for each variable for each year. Rank. correlation coefficients were then calculated for.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8302.pdf