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An Analysis Of Accuracy Using Logistic Regression And Time Series, Edwin Baidoo, Jennifer L. Priestley
An Analysis Of Accuracy Using Logistic Regression And Time Series, Edwin Baidoo, Jennifer L. Priestley
Jennifer L. Priestley
This paper analyzes the accuracy rates for logistic regression and time series models. It also examines a relatively new performance index that takes into consideration the business assumptions of credit markets. Although prior research has focused on evaluation metrics, such as AUC and Gini index, this new measure has a more intuitive interpretation for various managers and decision makers and can be applied to both Logistic and Time Series models.