Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA (Q5048393)
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scientific article; zbMATH DE number 7617315
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA |
scientific article; zbMATH DE number 7617315 |
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Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA (English)
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16 November 2022
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ARMAX-GARCHX
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general error distribution (GED)
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hybrid model
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unemployment rate
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exchange rate Diebold-Mariano (DM) test
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