Abstract
We employ a simple method based on logistic weighted least squares to diagnose which past data are less or more useful for predicting the future course of a variable. A simulation experiment shows its merits. An illustration for monthly industrial production series for 17 countries suggests that earlier data are useful for the prediction in a crisis period (2006–2011) and for the period after the crisis (2011–2016). Hence, this time, apparently it was not that different after all.
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