Table 4.

Forecasting results.

	Climate overall	Personal climate	Economic climate	Current climate	Future climate
AR(2)	1.000***	1.000***	1.000***	1.000***	1.000**
AR(2) + sentiment	0.434*	0.484**	0.455	0.471*	0.426
AR(2) + SBS ERK	0.391	0.394	0.396	0.429	0.432
AR(2) + SBS ERK + sentiment	0.432*	0.489**	0.415	0.439	0.418
AR(2) + prevalence	0.410**	0.394	0.407	0.421	0.432
AR(2) + diversity	0.422	0.394	0.402	0.403	0.463
AR(2) + connectivity	0.394	0.394	0.396	0.403	0.432
BERT truncated	1.076***	1.107***	0.992**	1.134***	1.089**
BERT chunk	1.104***	1.131***	1.060**	1.100***	1.141**

Bold figures indicate the best forecasting models. Italic figures are those for which the Diebold-Mariano test rejects the null hypothesis of equal predictive accuracy with respect to the best forecasting model at a significance level of 0.1 (*), 0.05 (**), or 0.01 (***).