Commentaries on the M3-competition; an introduction, some comments and a scorecard

Article Abstract:

3003 economic and business time series were used for a competition in which forecasts were made. Several hypotheses for the study were presented, including the virtue of simplicity, forecasting accuracy results from method accuracy, a combination of methods proves superior to one method, and the forecasting horizon determines performance.

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Response to the commentaries on 'The M3-Competition: results, conclusions and implications.'

Article Abstract:

The authors respond to three issues brought up by commentaries on the M3-Competition: selecting appropriate methods, sample size, and usefulness of the study. Despite proposed improvements, the study is found to have been useful.

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The M3-Competition: results, conclusions and implications

Article Abstract:

The latest M3-Competion is described. Reasons for such economic forecasting, and its theoretical and practical consequences, are explored.

United States, Science & research, Econometrics & Model Building, Analysis, Forecasts and trends, Econometrics, Illustration, Economic indicators, Business models

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