Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Law
A Contribution To Simple Recursive Forecasting Model, Kyayima Muteba
A Contribution To Simple Recursive Forecasting Model, Kyayima Muteba
Kyayima Muteba
We forecast inflation as a learning (linear) process with optimal learning gain (best forecast) obtained by minimizing the Mean Square Error (MSE) as a function of the constant gain. Our results show that the forecast fits well the true observations and captures well theirs fluctuations