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Why Might a Forecaster Calculate MSE Values on Just the Most

Question 108

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Why might a forecaster calculate MSE values on just the most recent data in the time-series data set?


A) The forecaster might be interested in how well the forecasting method performs on the more recent data.
B) Because the most recent data may be a better predictor of future values.
C) Because the resulting forecasting function might fit the older data better that the more recent data.
D) All of these.

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