On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation

Mathematics

• Training Sample 100%
• Predictive Ability 100%
• Monte Carlo 100%
• Time Series Prediction 100%
• Autoregressive Model 33%
• Akaike Information Criterion 33%
• Testing Procedure 33%
• Forecaster 33%
• Significance Test 33%
• Autoregressive Moving Average Model 33%
• Threshold Autoregressive 33%
• Simple Model 33%
• Monte Carlo Analysis 33%
• Vector Autoregressive Model 33%
• forecasting accuracy 33%

Psychology

• Autoregressive Model 100%
• Overtraining 100%
• Time Series Prediction 100%
• Autoregressive Moving Average Model 100%
• Threshold Autoregressive 100%
• Akaike Information Criterion 100%

Economics, Econometrics and Finance

• ARMA Model 100%
• Time Series 100%
• Autoregression 100%