Cristian,
Let me set you straight.
Whomever did you the disservice of teaching you the DW should be
scolded.
DW only measures 1 period lag.
Box-Jenkins methodology uses the Autocorrelation function and partial
correlation function to evaluate all lags.
I suggest that you look for the Box-Jenkins text book and then do
yourself a favor and do a google search on "Box-Jenkins automatic
forecasting systems" to use software to identify your model for you.
Tom
Rich Ulrich <[EMAIL PROTECTED]> wrote in message
news:<[EMAIL PROTECTED]>...
> On 13 Aug 2001 07:57:35 -0700, [EMAIL PROTECTED] (Cristian Sava)
> wrote:
>
> [ snip, other questions ]
> >
> > Now it seems that there are other ways of measuring the forecasting
> > efficiency, as well: Mincer - Zarnovitz efficiency and conditional
> > efficiency of some forecast f1 with respect to another f2. Could
> > someone help me understand what these quantities are about and how to
> > compute them? (I looked in all the books I had and on the Web, but I
> > could not find any reference to these concepts...).
>
> www.google.com has only 10 hits, total, for Zarnovitz.
> So he is not well known and widely-cited.
>
> Most of them seem to be about a fellow writing on
> (forecasting?) business cycles -- judging from the lines
> echoed by the search. So, you can look at those articles,
> and look up the references in the articles....
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