A Rolling Window Forecasting Framework Is One Where

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.