Forecast Pretesting and Correction
研究用户根据预测准确性预检验结果对预测进行修正的效果，发现不修正的预测表现良好，且最优临界值较高，建议多数情况下接受预测有用性假设并使用未修正预测。
Sometimes it is suggested that end users can improve forecasts by some kind of corrections. At least implicitly, the idea is to use such corrections if the forecasts appear too inaccurate by some criteria. Alternative forecasts can be defined based on whether a preliminary test of forecast usefulness and a subsequent correction has been made. The mean squared errors as some such forecasts are studied using some recent results on inequality pretesting. Uncorrected forecasts are shown to perform reasonably well. The optimal minimax regret critical values for the preliminary tests are fairly high, implying that the hypothesis of forecast usefulness mostly should be accepted and uncorrected forecasts used.