-
Notifications
You must be signed in to change notification settings - Fork 1
/
RMSE_ratio_rolling10yrs_JP.txt
90 lines (90 loc) · 7.26 KB
/
RMSE_ratio_rolling10yrs_JP.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
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
[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. :0.8859 Min. :0.8512 Min. :0.8373 Min. :0.8149 Min. :0.6404
1st Qu.:0.9481 1st Qu.:1.0115 1st Qu.:0.9969 1st Qu.:1.0062 1st Qu.:0.9977
Median :1.0084 Median :1.0623 Median :1.0601 Median :1.0400 Median :1.0889
Mean :0.9914 Mean :1.0441 Mean :1.0574 Mean :1.0379 Mean :1.0672
3rd Qu.:1.0247 3rd Qu.:1.0922 3rd Qu.:1.1198 3rd Qu.:1.0749 3rd Qu.:1.1816
Max. :1.0770 Max. :1.1728 Max. :1.3149 Max. :1.2636 Max. :1.6032
[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. :0.8970 Min. :0.8503 Min. :0.8507 Min. :0.8312 Min. :0.6498
1st Qu.:0.9755 1st Qu.:1.0001 1st Qu.:1.0000 1st Qu.:1.0074 1st Qu.:1.0103
Median :1.0208 Median :1.0612 Median :1.0640 Median :1.0449 Median :1.0992
Mean :1.0053 Mean :1.0475 Mean :1.0675 Mean :1.0561 Mean :1.0943
3rd Qu.:1.0325 3rd Qu.:1.1030 3rd Qu.:1.1369 3rd Qu.:1.0966 3rd Qu.:1.2098
Max. :1.0892 Max. :1.2043 Max. :1.3821 Max. :1.3661 Max. :1.7546
[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. :0.9882 Min. :0.9295 Min. :0.9359 Min. :0.9236 Min. :0.8286
1st Qu.:1.0069 1st Qu.:0.9985 1st Qu.:0.9962 1st Qu.:0.9928 1st Qu.:0.9822
Median :1.0203 Median :1.0235 Median :1.0143 Median :0.9994 Median :1.0154
Mean :1.0251 Mean :1.0191 Mean :1.0172 Mean :1.0013 Mean :1.0219
3rd Qu.:1.0342 3rd Qu.:1.0391 3rd Qu.:1.0377 3rd Qu.:1.0110 3rd Qu.:1.0605
Max. :1.0853 Max. :1.0905 Max. :1.1180 Max. :1.0674 Max. :1.2773
[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. :0.8271 Min. :0.8934 Min. :0.8774 Min. :0.9219 Min. :0.6836
1st Qu.:1.0080 1st Qu.:1.0616 1st Qu.:0.9998 1st Qu.:1.0216 1st Qu.:1.0713
Median :1.0329 Median :1.0935 Median :1.0771 Median :1.0596 Median :1.1663
Mean :1.0266 Mean :1.0820 Mean :1.0510 Mean :1.0529 Mean :1.1165
3rd Qu.:1.0756 3rd Qu.:1.1437 3rd Qu.:1.0965 3rd Qu.:1.0845 3rd Qu.:1.2116
Max. :1.1354 Max. :1.1788 Max. :1.2034 Max. :1.1613 Max. :1.4065
[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. :0.8412 Min. :0.9094 Min. :0.9101 Min. :0.9213 Min. :0.7584
1st Qu.:1.0156 1st Qu.:1.0775 1st Qu.:1.0259 1st Qu.:1.0482 1st Qu.:1.1393
Median :1.0400 Median :1.1135 Median :1.1031 Median :1.0906 Median :1.2167
Mean :1.0337 Mean :1.0932 Mean :1.0820 Mean :1.0834 Mean :1.1700
3rd Qu.:1.0749 3rd Qu.:1.1443 3rd Qu.:1.1343 3rd Qu.:1.1141 3rd Qu.:1.2565
Max. :1.1372 Max. :1.1772 Max. :1.2756 Max. :1.2324 Max. :1.5359
[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. :0.9088 Min. :0.8165 Min. :0.8051 Min. :0.7469 Min. :0.5371
1st Qu.:1.0018 1st Qu.:0.9676 1st Qu.:0.9823 1st Qu.:0.9665 1st Qu.:0.9068
Median :1.0555 Median :1.1810 Median :1.2726 Median :1.2672 Median :1.3913
Mean :1.0469 Mean :1.1083 Mean :1.1869 Mean :1.1864 Mean :1.2698
3rd Qu.:1.0930 3rd Qu.:1.2149 3rd Qu.:1.3372 3rd Qu.:1.3605 3rd Qu.:1.5255
Max. :1.1667 Max. :1.3220 Max. :1.5808 Max. :1.6280 Max. :2.1575
[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. :0.9444 Min. :0.8798 Min. :0.8468 Min. :0.8361 Min. :0.7217
1st Qu.:1.0312 1st Qu.:1.0185 1st Qu.:1.0011 1st Qu.:0.9829 1st Qu.:1.0246
Median :1.0403 Median :1.0339 Median :1.0199 Median :0.9947 Median :1.0564
Mean :1.0388 Mean :1.0357 Mean :1.0216 Mean :0.9924 Mean :1.0594
3rd Qu.:1.0511 3rd Qu.:1.0566 3rd Qu.:1.0418 3rd Qu.:1.0162 3rd Qu.:1.0950
Max. :1.1161 Max. :1.1717 Max. :1.1505 Max. :1.0725 Max. :1.3628
[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. :0.9023 Min. :0.8102 Min. :0.8018 Min. :0.7500 Min. :0.5355
1st Qu.:1.0212 1st Qu.:0.9908 1st Qu.:1.0103 1st Qu.:0.9892 1st Qu.:1.0139
Median :1.0353 Median :1.0747 Median :1.0557 Median :1.0085 Median :1.1005
Mean :1.0408 Mean :1.0942 Mean :1.1459 Mean :1.1169 Mean :1.2206
3rd Qu.:1.0756 3rd Qu.:1.2332 3rd Qu.:1.3405 3rd Qu.:1.3045 3rd Qu.:1.5148
Max. :1.1482 Max. :1.3639 Max. :1.6713 Max. :1.7430 Max. :2.3010
[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. :0.8317 Min. :0.8759 Min. :0.8911 Min. :0.9199 Min. :0.7293
1st Qu.:1.0407 1st Qu.:1.1252 1st Qu.:1.1073 1st Qu.:1.1322 1st Qu.:1.2887
Median :1.0622 Median :1.1481 Median :1.2109 Median :1.2058 Median :1.3574
Mean :1.0514 Mean :1.1362 Mean :1.1714 Mean :1.1979 Mean :1.3250
3rd Qu.:1.0974 3rd Qu.:1.1824 3rd Qu.:1.2295 3rd Qu.:1.2380 3rd Qu.:1.3967
Max. :1.1526 Max. :1.2810 Max. :1.5038 Max. :1.5240 Max. :2.0090
[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. :0.9532 Min. :0.8742 Min. :0.8988 Min. :0.8306 Min. :0.7378
1st Qu.:1.0146 1st Qu.:0.9963 1st Qu.:0.9953 1st Qu.:0.9577 1st Qu.:0.9874
Median :1.0287 Median :1.0116 Median :1.0178 Median :0.9966 Median :1.0425
Mean :1.0323 Mean :1.0647 Mean :1.0956 Mean :1.0680 Mean :1.1575
3rd Qu.:1.0570 3rd Qu.:1.1664 3rd Qu.:1.1474 3rd Qu.:1.0423 3rd Qu.:1.2443
Max. :1.0928 Max. :1.3434 Max. :1.7116 Max. :1.8180 Max. :2.3286