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- Wed Feb 06, 2013 11:23 am
- Forum: Looking for Code?
- Topic: Interval Forecast and/or Density Forecast Code
- Replies: 1
- Views: 6187
Interval Forecast and/or Density Forecast Code
Dear Tom, Is there any available code for generating interval forecast or density forecast with RATS? All of the following three papers talked about interval and density forecasts. But none of them has provided RATS code for their precedure. David E. Rapach and Mark E. Wohar 2006. The out of sample ...