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Tutorial Python Finance 1.7 - Monthly GDP Estimation via Expenditure - Backtesting our Method

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Jul 13, 2022
13:53

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

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Tutorial Python Finance 1.7 - Monthly GDP Estimation via Expenditure - Backtesting our Method | NatokHD