Monthly GDP Estimation - Expenditure Approach - Tutorial 7 - Backtesting our Method

Presenter: Jonathan Legrand from Refinitiv         


This video is part 7 of 7 tutorials teaching the basics of Python and estimating monthly USA GDP figures when only quarterly such data is published. In this video we will backtest our method of 'Recursive In-Sample Recursive Prediction using the Holt-Winters exponential smoother Plus forecasts for One Out-Of-Sample period'.


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