Structural equation modeling for objective financial forecasts
Thanks for the work. Is the model still under consideration for reworking?
The models are all converging immediately as I add new data, so I am not going to change anything unless they fail to converge, for the moment. We are coming up to a period where the predicted price for the DJIA assumes a more negative slope beginning in January of 2012. If the actual prices and predicted prices do not come into line at the end of that month, I may have to retire the model.
Hi.. Can you tell me what the yellow indicators are and what parameters are used to get the data for it? Thanks
The Z-score is calculated as follows:2(Predicted - Actual)(Actual + Predicted)^-1 and a standardized score is computed from the above.
I like how its working out with the turns in charts.Thanks againMike
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