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h-step-ahead-point-forecast

  1. David Harper CFA FRM

    P1.T2.21.2. Unit roots and Dickey-Fuller

    Learning objectives: Explain the challenges of modeling time series containing unit roots. Describe how to test if a time series contains a unit root. Explain how to construct an h-step-ahead point forecast for a time series with seasonality. Calculate the estimated trend value and form an...
  2. Nicole Seaman

    P1.T2.701. Regression analysis to model seasonality (Diebold)

    Learning objectives: Explain how to use regression analysis to model seasonality. Explain how to construct an h-step-ahead point forecast. Questions: 701.1. Based on a regression analysis, the following model was produced to predict housing starts (given in thousands) within a certain...
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