The Research on the Predictability Using Predictors and the Applicability of Forecast Models
因子的可预报性和预报模型适用性研究初探

In this paper, the canonical correlation between the predictand field and predictor field is analysed.We usc the canonical variables which have becn dcrived as new predictors.The rcsults of independentsample tests indicate that the scheme can improve the predictability of predictors. In selecting forecast models,this paper measures the predicting capability of a forecast model according to its real prediction precision of historical samples.Thereby the forecast model with higer precision is used to make future forecast.