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RMSE_ratio_rolling10yrs_AU.txt
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RMSE_ratio_rolling10yrs_AU.txt
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[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"
V1 V2 V3 V4 V5
Min. :0.8578 Min. :0.8527 Min. :0.7928 Min. :0.7919 Min. :0.6900
1st Qu.:0.8936 1st Qu.:0.9340 1st Qu.:0.9177 1st Qu.:0.9026 1st Qu.:0.8188
Median :0.9369 Median :0.9683 Median :0.9867 Median :1.0283 Median :0.9678
Mean :0.9320 Mean :0.9566 Mean :0.9665 Mean :0.9990 Mean :0.9280
3rd Qu.:0.9567 3rd Qu.:0.9838 3rd Qu.:1.0079 3rd Qu.:1.0472 3rd Qu.:0.9935
Max. :1.0116 Max. :1.0501 Max. :1.1680 Max. :1.3192 Max. :1.1621
[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"
V1 V2 V3 V4 V5
Min. :0.8742 Min. :0.8507 Min. :0.8069 Min. :0.7989 Min. :0.7087
1st Qu.:0.9226 1st Qu.:0.9401 1st Qu.:0.9220 1st Qu.:0.9121 1st Qu.:0.8614
Median :0.9510 Median :0.9735 Median :0.9892 Median :1.0243 Median :0.9779
Mean :0.9525 Mean :0.9620 Mean :0.9683 Mean :1.0025 Mean :0.9455
3rd Qu.:0.9753 3rd Qu.:0.9904 3rd Qu.:1.0047 3rd Qu.:1.0486 3rd Qu.:1.0121
Max. :1.0268 Max. :1.0455 Max. :1.2001 Max. :1.3480 Max. :1.2138
[1] "BN filter"
[1] "rmse1_var7/rmse1_ar; rmse2_var7/rmse2_ar;rmse3_var7/rmse3_ar; rmse4_var7/rmse4_ar; rmse14_var7/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.9581 Min. :0.9329 Min. :0.9077 Min. :0.9206 Min. :0.8655
1st Qu.:0.9809 1st Qu.:0.9709 1st Qu.:0.9742 1st Qu.:0.9851 1st Qu.:0.9684
Median :0.9981 Median :0.9811 Median :0.9886 Median :0.9992 Median :0.9892
Mean :1.0034 Mean :0.9822 Mean :0.9856 Mean :0.9980 Mean :0.9828
3rd Qu.:1.0255 3rd Qu.:0.9980 3rd Qu.:0.9986 3rd Qu.:1.0116 3rd Qu.:1.0086
Max. :1.0765 Max. :1.0335 Max. :1.0600 Max. :1.0900 Max. :1.0702
[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"
V1 V2 V3 V4 V5
Min. :0.9188 Min. :0.8781 Min. :0.8436 Min. :0.8355 Min. :0.7974
1st Qu.:0.9510 1st Qu.:0.9213 1st Qu.:0.9114 1st Qu.:0.9217 1st Qu.:0.8653
Median :0.9807 Median :0.9655 Median :0.9586 Median :0.9945 Median :0.9504
Mean :0.9901 Mean :0.9695 Mean :0.9679 Mean :1.0131 Mean :0.9706
3rd Qu.:1.0188 3rd Qu.:1.0175 3rd Qu.:1.0269 3rd Qu.:1.0698 3rd Qu.:1.0648
Max. :1.1128 Max. :1.1470 Max. :1.2094 Max. :1.4152 Max. :1.2521
[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"
V1 V2 V3 V4 V5
Min. :0.8820 Min. :0.8558 Min. :0.8164 Min. :0.8023 Min. :0.7133
1st Qu.:0.9207 1st Qu.:0.9039 1st Qu.:0.9048 1st Qu.:0.9280 1st Qu.:0.8785
Median :0.9775 Median :0.9629 Median :0.9677 Median :1.0164 Median :0.9643
Mean :0.9777 Mean :0.9770 Mean :0.9850 Mean :1.0397 Mean :0.9807
3rd Qu.:1.0182 3rd Qu.:1.0320 3rd Qu.:1.0408 3rd Qu.:1.1249 3rd Qu.:1.0662
Max. :1.1271 Max. :1.2068 Max. :1.3030 Max. :1.5363 Max. :1.3703
[1] "HP filter with lambda = 400,000"
[1] "rmse1_var3/rmse1_ar; rmse2_var3/rmse2_ar;rmse3_var3/rmse3_ar; rmse4_var3/rmse4_ar; rmse14_var3/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.9013 Min. :0.9135 Min. :0.8495 Min. :0.8546 Min. :0.8042
1st Qu.:0.9912 1st Qu.:1.0188 1st Qu.:1.0086 1st Qu.:1.0267 1st Qu.:1.0338
Median :1.0291 Median :1.0540 Median :1.0704 Median :1.0952 Median :1.1281
Mean :1.0146 Mean :1.0478 Mean :1.0822 Mean :1.1305 Mean :1.1051
3rd Qu.:1.0471 3rd Qu.:1.1111 3rd Qu.:1.1943 3rd Qu.:1.2619 3rd Qu.:1.2188
Max. :1.1036 Max. :1.1599 Max. :1.3813 Max. :1.6047 Max. :1.4486
[1] "Hamilton filter"
[1] "rmse1_var4/rmse1_ar; rmse2_var4/rmse2_ar;rmse3_var4/rmse3_ar; rmse4_var4/rmse4_ar; rmse14_var4/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.9309 Min. :0.968 Min. :0.9653 Min. :0.9761 Min. :0.966
1st Qu.:0.9816 1st Qu.:1.017 1st Qu.:1.0455 1st Qu.:1.0910 1st Qu.:1.066
Median :1.0132 Median :1.071 Median :1.1061 Median :1.1543 Median :1.177
Mean :1.0179 Mean :1.070 Mean :1.1233 Mean :1.1997 Mean :1.169
3rd Qu.:1.0502 3rd Qu.:1.111 3rd Qu.:1.1977 3rd Qu.:1.3253 3rd Qu.:1.244
Max. :1.1620 Max. :1.208 Max. :1.4041 Max. :1.6685 Max. :1.497
[1] "linear filter"
[1] "rmse1_var5/rmse1_ar; rmse2_var5/rmse2_ar;rmse3_var5/rmse3_ar; rmse4_var5/rmse4_ar; rmse14_var5/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.9074 Min. :0.9124 Min. :0.8396 Min. :0.8565 Min. :0.7977
1st Qu.:1.0069 1st Qu.:1.0229 1st Qu.:1.0174 1st Qu.:1.0235 1st Qu.:1.0395
Median :1.0386 Median :1.0567 Median :1.0719 Median :1.0710 Median :1.0990
Mean :1.0230 Mean :1.0470 Mean :1.0637 Mean :1.0855 Mean :1.0888
3rd Qu.:1.0542 3rd Qu.:1.0895 3rd Qu.:1.1228 3rd Qu.:1.1407 3rd Qu.:1.1759
Max. :1.1141 Max. :1.1883 Max. :1.3518 Max. :1.5312 Max. :1.4213
[1] "quad filter"
[1] "rmse1_var6/rmse1_ar; rmse2_var6/rmse2_ar;rmse3_var6/rmse3_ar; rmse4_var6/rmse4_ar; rmse14_var6/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.8660 Min. :0.8286 Min. :0.7856 Min. :0.7827 Min. :0.6891
1st Qu.:0.9201 1st Qu.:0.9518 1st Qu.:0.9279 1st Qu.:0.9379 1st Qu.:0.8887
Median :1.0006 Median :1.0216 Median :1.0783 Median :1.2171 Median :1.0685
Mean :1.0062 Mean :1.0477 Mean :1.0774 Mean :1.1644 Mean :1.0894
3rd Qu.:1.0657 3rd Qu.:1.1602 3rd Qu.:1.2323 3rd Qu.:1.3465 3rd Qu.:1.3204
Max. :1.2297 Max. :1.3227 Max. :1.4092 Max. :1.6904 Max. :1.4997
[1] "UC filter"
[1] "rmse1_var8/rmse1_ar; rmse2_var8/rmse2_ar;rmse3_var8/rmse3_ar; rmse4_var8/rmse4_ar; rmse14_var8/rmse14_ar"
V1 V2 V3 V4 V5
Min. :0.9847 Min. :0.9291 Min. :0.931 Min. :0.9546 Min. :0.9283
1st Qu.:1.0121 1st Qu.:0.9885 1st Qu.:0.992 1st Qu.:1.0155 1st Qu.:1.0173
Median :1.0294 Median :1.0290 Median :1.030 Median :1.0264 Median :1.0415
Mean :1.0332 Mean :1.0263 Mean :1.030 Mean :1.0282 Mean :1.0461
3rd Qu.:1.0502 3rd Qu.:1.0497 3rd Qu.:1.045 3rd Qu.:1.0423 3rd Qu.:1.0694
Max. :1.1028 Max. :1.2109 Max. :1.244 Max. :1.1926 Max. :1.2958