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RMSE_ratio_rolling10yrs_FR.txt
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RMSE_ratio_rolling10yrs_FR.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. :0.9220 Min. :0.9133 Min. :0.9453 Min. :0.9639 Min. :0.9002
1st Qu.:0.9819 1st Qu.:0.9960 1st Qu.:1.0187 1st Qu.:1.0050 1st Qu.:1.0293
Median :1.0110 Median :1.0296 Median :1.0441 Median :1.0262 Median :1.0761
Mean :1.0013 Mean :1.0196 Mean :1.0401 Mean :1.0394 Mean :1.0630
3rd Qu.:1.0232 3rd Qu.:1.0493 3rd Qu.:1.0672 3rd Qu.:1.0638 3rd Qu.:1.1065
Max. :1.0370 Max. :1.0858 Max. :1.1309 Max. :1.1861 Max. :1.2532
[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. :0.9467 Min. :0.9162 Min. :0.9385 Min. :0.9589 Min. :0.9002
1st Qu.:0.9971 1st Qu.:1.0013 1st Qu.:1.0195 1st Qu.:1.0081 1st Qu.:1.0365
Median :1.0137 Median :1.0335 Median :1.0459 Median :1.0328 Median :1.0879
Mean :1.0092 Mean :1.0247 Mean :1.0429 Mean :1.0464 Mean :1.0785
3rd Qu.:1.0300 3rd Qu.:1.0560 3rd Qu.:1.0686 3rd Qu.:1.0729 3rd Qu.:1.1325
Max. :1.0459 Max. :1.0908 Max. :1.1434 Max. :1.1858 Max. :1.2514
[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. :0.9924 Min. :0.9478 Min. :0.9658 Min. :0.9664 Min. :0.9555
1st Qu.:1.0103 1st Qu.:0.9958 1st Qu.:0.9885 1st Qu.:0.9856 1st Qu.:0.9957
Median :1.0222 Median :1.0123 Median :1.0017 Median :0.9993 Median :1.0130
Mean :1.0229 Mean :1.0108 Mean :1.0053 Mean :1.0055 Mean :1.0210
3rd Qu.:1.0330 3rd Qu.:1.0252 3rd Qu.:1.0162 3rd Qu.:1.0138 3rd Qu.:1.0403
Max. :1.0643 Max. :1.0764 Max. :1.1077 Max. :1.0795 Max. :1.1588
[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. :0.9305 Min. :0.8941 Min. :0.8853 Min. :0.943 Min. :0.7981
1st Qu.:0.9880 1st Qu.:0.9760 1st Qu.:1.0174 1st Qu.:1.012 1st Qu.:1.0270
Median :1.0137 Median :1.0195 Median :1.0431 Median :1.044 Median :1.0642
Mean :1.0041 Mean :1.0028 Mean :1.0371 Mean :1.050 Mean :1.0558
3rd Qu.:1.0215 3rd Qu.:1.0370 3rd Qu.:1.0722 3rd Qu.:1.079 3rd Qu.:1.1162
Max. :1.0547 Max. :1.0664 Max. :1.1480 Max. :1.198 Max. :1.2374
[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. :0.9332 Min. :0.9161 Min. :0.9363 Min. :0.9879 Min. :0.8928
1st Qu.:0.9910 1st Qu.:0.9784 1st Qu.:1.0134 1st Qu.:1.0091 1st Qu.:1.0364
Median :1.0139 Median :1.0149 Median :1.0406 Median :1.0445 Median :1.0613
Mean :1.0043 Mean :1.0069 Mean :1.0407 Mean :1.0581 Mean :1.0656
3rd Qu.:1.0201 3rd Qu.:1.0318 3rd Qu.:1.0660 3rd Qu.:1.0953 3rd Qu.:1.1084
Max. :1.0501 Max. :1.0733 Max. :1.1599 Max. :1.2407 Max. :1.2026
[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. :0.9907 Min. :0.9708 Min. :0.9595 Min. :0.9259 Min. :0.9358
1st Qu.:1.0232 1st Qu.:1.0486 1st Qu.:1.0419 1st Qu.:1.0384 1st Qu.:1.0867
Median :1.0420 Median :1.0913 Median :1.1067 Median :1.0814 Median :1.2109
Mean :1.0442 Mean :1.0863 Mean :1.0959 Mean :1.0905 Mean :1.1866
3rd Qu.:1.0635 3rd Qu.:1.1199 3rd Qu.:1.1490 3rd Qu.:1.1110 3rd Qu.:1.2829
Max. :1.1167 Max. :1.1635 Max. :1.2115 Max. :1.3794 Max. :1.3968
[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. :0.9764 Min. :0.9775 Min. :0.9917 Min. :0.9831 Min. :1.010
1st Qu.:1.0221 1st Qu.:1.0492 1st Qu.:1.0724 1st Qu.:1.0382 1st Qu.:1.118
Median :1.0491 Median :1.0914 Median :1.1053 Median :1.0692 Median :1.216
Mean :1.0471 Mean :1.0833 Mean :1.1177 Mean :1.1074 Mean :1.208
3rd Qu.:1.0716 3rd Qu.:1.1174 3rd Qu.:1.1505 3rd Qu.:1.1469 3rd Qu.:1.273
Max. :1.1156 Max. :1.2025 Max. :1.3265 Max. :1.4355 Max. :1.446
[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. :0.9851 Min. :0.9734 Min. :0.9576 Min. :0.9303 Min. :0.9404
1st Qu.:1.0241 1st Qu.:1.0490 1st Qu.:1.0481 1st Qu.:1.0443 1st Qu.:1.0964
Median :1.0423 Median :1.1022 Median :1.1154 Median :1.0923 Median :1.2338
Mean :1.0462 Mean :1.0949 Mean :1.1056 Mean :1.0989 Mean :1.2069
3rd Qu.:1.0688 3rd Qu.:1.1351 3rd Qu.:1.1627 3rd Qu.:1.1329 3rd Qu.:1.3223
Max. :1.1203 Max. :1.1891 Max. :1.2169 Max. :1.3790 Max. :1.4044
[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. :0.9577 Min. :0.9459 Min. :0.9857 Min. :0.9660 Min. :0.9844
1st Qu.:1.0070 1st Qu.:1.0149 1st Qu.:1.0091 1st Qu.:0.9918 1st Qu.:1.0431
Median :1.0265 Median :1.0501 Median :1.0583 Median :1.0647 Median :1.1213
Mean :1.0240 Mean :1.0432 Mean :1.0748 Mean :1.1002 Mean :1.1335
3rd Qu.:1.0406 3rd Qu.:1.0714 3rd Qu.:1.1191 3rd Qu.:1.1868 3rd Qu.:1.2094
Max. :1.0692 Max. :1.1196 Max. :1.2399 Max. :1.3724 Max. :1.3291
[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. :0.9754 Min. :0.9843 Min. :0.9996 Min. :0.973 Min. :0.9931
1st Qu.:1.0207 1st Qu.:1.0327 1st Qu.:1.0377 1st Qu.:1.009 1st Qu.:1.0672
Median :1.0290 Median :1.0588 Median :1.0608 Median :1.052 Median :1.1303
Mean :1.0331 Mean :1.0623 Mean :1.0879 Mean :1.099 Mean :1.1585
3rd Qu.:1.0458 3rd Qu.:1.0909 3rd Qu.:1.1166 3rd Qu.:1.125 3rd Qu.:1.2325
Max. :1.1053 Max. :1.1613 Max. :1.2983 Max. :1.443 Max. :1.3975