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Article
Peer-Review Record

Forecasting Principles from Experience with Forecasting Competitions

by Jennifer L. Castle 1, Jurgen A. Doornik 2,* and David F. Hendry 2
Reviewer 1: Anonymous
Reviewer 2: Anonymous
Submission received: 25 January 2021 / Revised: 11 February 2021 / Accepted: 12 February 2021 / Published: 23 February 2021
(This article belongs to the Special Issue New Frontiers in Forecasting the Business Cycle and Financial Markets)

Round 1

Reviewer 1 Report

This is a good and competent contribution in the field of forecasting. It is not the first study on the M4 competition, so the added value could be a bit better elaborated.

In particular, if a main empirical result is dominance of a method called "delta" over a method called "rho", both should be described clearly, and the current description on p.15 is not optimal.

Minor issues collected:

p.4,l.136: These benchmark methods

p.5,l.161: tests reject, they are not rejected

p.9: I was a little surprised that X-11 is still so much in focus, I thought it had been superseded by X-12 or even 13 some time ago

p.11,l.202: Table 4 shows (it still does so)

p.14,l.347: independent albeit highly correlated: unclear phrase, as usually independence implies uncorrelatedness

Author Response

Please see the attachment.

Author Response File: Author Response.pdf

Reviewer 2 Report

Please see attached review.

Comments for author File: Comments.pdf

Author Response

Please see the attachment.

Author Response File: Author Response.pdf

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