Interactive Forecasting Dashboard
Select Models:
Select Top 5
Trimmed Top 5
AR, BIC
AR, BIC 1992
AR(p)
RW
ARDI, BIC
ARDI, BIC, US
LASSO
LASSO, MARX
LASSO-ARDI
LASSO-ARDI, US
RIDGE
RIDGE, MARX
RIDGE-ARDI
RIDGE-ARDI, US
ELASTIC-NET
ELASTIC-NET, MARX
ELASTIC-NET-ARDI
ELASTIC-NET-ARDI, US
KRR-ARDI
KRR-ARDI, US
RF
RF, MARX
RF-ARDI
RF-ARDI, US
Boosting
Boosting, MARX
Boosting-ARDI
Boosting-ARDI, US
MacroRF
MacroRF-ARDI
MacroRF-ARDI, US
Select Variables:
Employment (Canada)
Unemployment Rate (Canada)
New Housing Price (Canada)
Housing Starts (Canada)
Inflation Rate (Canada)
Employment (Quebec)
Unemployment Rate (Quebec)
New Housing Price (Quebec)
Housing Starts (Quebec)
Inflation Rate (Quebec)
Exchange Rate USDCAD
GDP (Canada)
GDP (Quebec)
Select Sample:
Full Sample
Until 2020
Excluding Covid
Select Horizon:
6
12
24
Historical performance (RMSE) relative to AR benchmark
