-
Notifications
You must be signed in to change notification settings - Fork 1
/
RMSE_ratio_CA.txt
70 lines (70 loc) · 2.01 KB
/
RMSE_ratio_CA.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
[1] "Bates-Granger weight combination forecast"
[1] "rmse1_varbg/rmse1_ar; rmse2_varbg/rmse2_ar;rmse3_varbg/rmse3_ar; rmse4_varbg/rmse4_ar;rmse14_varbg/rmse14_ar"
[1] 1.003858
[1] 1.00909
[1] 1.019362
[1] 1.02342
[1] 1.032627
[1] "Average Combination RMSE ratio"
[1] "rmse1_varcomb/rmse1_ar; rmse2_varcomb/rmse2_ar;rmse3_varcomb/rmse3_ar; rmse4_varcomb/rmse4_ar; rmse14_varcomb/rmse14_ar"
[1] 1.007133
[1] 1.0119
[1] 1.022381
[1] 1.027785
[1] 1.037469
[1] "BN filter"
[1] "rmse1_var7/rmse1_ar; rmse2_var7/rmse2_ar;rmse3_var7/rmse3_ar; rmse4_var7/rmse4_ar; rmse14_var7/rmse14_ar"
[1] 1.010714
[1] 0.9989726
[1] 1.013258
[1] 1.017965
[1] 1.022023
[1] "HP filter with lambda = 1600"
[1] "rmse1_var1/rmse1_ar; rmse2_var1/rmse2_ar;rmse3_var1/rmse3_ar; rmse4_var1/rmse4_ar; rmse14_var1/rmse14_ar"
[1] 1.019902
[1] 1.024174
[1] 1.036206
[1] 1.04313
[1] 1.061568
[1] "HP filter with lambda = 3,000"
[1] "rmse1_var2/rmse1_ar; rmse2_var2/rmse2_ar;rmse3_var2/rmse3_ar; rmse4_var2/rmse4_ar; rmse14_var2/rmse14_ar"
[1] 1.018841
[1] 1.024389
[1] 1.035094
[1] 1.041685
[1] 1.059674
[1] "HP filter with lambda = 400,000"
[1] "rmse1_var2/rmse1_ar; rmse2_var2/rmse2_ar;rmse3_var2/rmse3_ar; rmse4_var2/rmse4_ar; rmse14_var2/rmse14_ar"
[1] 1.012062
[1] 1.015975
[1] 1.019899
[1] 1.01818
[1] 1.037299
[1] "Hamilton filter"
[1] "rmse1_var4/rmse1_ar; rmse2_var4/rmse2_ar;rmse3_var4/rmse3_ar; rmse4_var4/rmse4_ar; rmse14_var4/rmse14_ar"
[1] 1.018102
[1] 1.035605
[1] 1.045815
[1] 1.047583
[1] 1.083972
[1] "linear filter"
[1] "rmse1_var5/rmse1_ar; rmse2_var5/rmse2_ar;rmse3_var5/rmse3_ar; rmse4_var5/rmse4_ar; rmse14_var5/rmse14_ar"
[1] 1.010558
[1] 1.021208
[1] 1.04613
[1] 1.067613
[1] 1.076094
[1] "quad filter"
[1] "rmse1_var6/rmse1_ar; rmse2_var6/rmse2_ar;rmse3_var6/rmse3_ar; rmse4_var6/rmse4_ar; rmse14_var6/rmse14_ar"
[1] 1.030667
[1] 1.04548
[1] 1.065678
[1] 1.078937
[1] 1.115275
[1] "UC filter"
[1] "rmse1_var8/rmse1_ar; rmse2_var8/rmse2_ar;rmse3_var8/rmse3_ar; rmse4_var8/rmse4_ar; rmse14_var8/rmse14_ar"
[1] 1.012692
[1] 1.008433
[1] 1.004407
[1] 0.9976827
[1] 1.012416