A Rolling Window Forecasting Framework Is One Where

question 17

Multiple Choice

A rolling window forecasting framework is one where

• A) The initial estimation date is fixed but additional observations are added one at a time to the estimation period
• B) The length of the in-sample period used to estimate the model is fixed so that the start date and end date successively increase by one observation
• C) The initial estimation date changes as additional observations are added one at a time to the estimation period
• D) The length of the out-of-sample period used to estimate the model is fixed so that the start date and end date successively increase by one observation.

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Definitions:

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