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Right, and they do this for a period from February 2008 to December 2008. We do the same here at the Federal Reserve when developing models. Sure, the data is
by achompas 16y ago
Right, and they do this for a period from February 2008 to December 2008. We do the same here at the Federal Reserve when developing models.
Sure, the data is historical, but your model doesn't distinguish between "old" and "new" data. If your model predicts test data (in-sample forecasting, right?) well then you have something interesting.