Forecast Pretesting and Correction
研究用户是否应基于预检验结果修正预测，发现不修正的预测表现合理，且最优临界值较高，建议多数情况下接受预测有用性假设。
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 of 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.