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Example: Commercial bank deposits (6-month ahead)

H.8 deposits, univariate ARIMA six-month-ahead

This model estimates commercial-bank deposits six months ahead with a univariate ARIMA on the H.8 series. Macro prints (the funds rate, the 10y–FF gap, unemployment, and equities) are not used.

The example could not be fit from the current public prints.

Tabular Data

Date DEP(t−6) DEP_actual(t) DEP_estimated(t) DEP_estimated(t) − DEP_actual(t)