Dear all,
I am currently using -predict- to do the out-of-sample predictions. However, there is a theoretical uncertainty raised during my work. Could you possibly take a look and give me some ideas?
That is, it doesn't matter whether the time series operators are used or not in -regress-, -predict- only generates the prediction in time t, is that correct? If so, continue to use F1.operator in a realized prediction of the dependent variable in -regress- after using -predict-, can it possibly generate a predicted alpha in time t+1?
Many thanks for your help in advance!
I am currently using -predict- to do the out-of-sample predictions. However, there is a theoretical uncertainty raised during my work. Could you possibly take a look and give me some ideas?
That is, it doesn't matter whether the time series operators are used or not in -regress-, -predict- only generates the prediction in time t, is that correct? If so, continue to use F1.operator in a realized prediction of the dependent variable in -regress- after using -predict-, can it possibly generate a predicted alpha in time t+1?
Many thanks for your help in advance!
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