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We predict GDP growth in R, comparing autoregressive models.

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AR+models.pdf
AR+models.pdf
 
 
ARmodels.pptx
ARmodels.pptx
 
 
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EDA.R
EDA.R
 
 
EconometricsGDPProject (3).pdf
EconometricsGDPProject (3).pdf
 
 
EconometricsGDPProject2 (2).pdf
EconometricsGDPProject2 (2).pdf
 
 
EconometricsGDPProjectOutline.pdf
EconometricsGDPProjectOutline.pdf
 
 
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README.md
README.md
 
 
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Round2.xls
Round2.xls
 
 
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State_GDP_2.xls
State_GDP_2.xls
 
 
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arizona.R
arizona.R
 
 
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constantGrowth.R
constantGrowth.R
 
 
hybrid.R
hybrid.R
 
 
sideQuests(updated).R
sideQuests(updated).R
 
 
stepOne.R
stepOne.R
 
 

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GDPproject

Coursework for UArizona ECON522B and ECON 696F Econometrics. We predict GDP growth in R, comparing autoregressive models. Theory suggests the model with 4 lags, AR(4), should give the best predictions. We use Mean Square Forecasting Error (MSFE) as our key metric in comparing predictions.

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We predict GDP growth in R, comparing autoregressive models.

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forecasting autoregression

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