Validation & Model Evaluation

Backtest & Model Track Record

Evaluating historical AR(2) model forecasts against later official NDMA bulletin classifications.

Methodological Disclosure: This backtest panel evaluates the operational feasibility of the AR(2) forecasting approach proposed by Barrett et al. (2020) on published monthly bulletin VCI3M data. It demonstrates transparency inside the tool rather than making unchecked accuracy claims.

Calculating backtest accuracy across counties...