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'.

 

Full Article: https://developers.refinitiv.com/en/article-catalog/article/estimating-monthly-gdp-via-the-expenditure-approach-and-the-holt-winters-model