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. 2014 Nov 4;9(11):e111894. doi: 10.1371/journal.pone.0111894

Table 16. Top 10 models in terms of RMSE - different out-of-sample periods. Forecasting: 24 steps ahead.

24 STEPS ahead (baseline case) 24 STEPS ahead (expansion 2009)
Top 10 models Top 10 models
AR(6)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(2)+S.D.+UR+IC+GI(J.) log 2004
AR(5)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(6)+S.D.+UR+IC+GI(J.) log 2004
AR(2)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(3)+S.D.+UR+IC+GI(J.) log 2004
AR(2)+S.D.+UR+IC+GI(J.) log 2004 AR(5)+S.D.+UR+IC+GI(J.) log 2004
AR(7)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(7)+S.D.+UR+IC+GI(J.) log 2004
AR(4)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(8)+S.D.+UR+IC+GI(J.) log 2004
AR(6)+S.D.+UR+IC+GI(J.) log 2004 AR(9)+S.D.+UR+IC+GI(J.) log 2004
AR(3)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(11)+S.D.+UR+IC+GI(J.) log 2004
AR(7)+S.D.+UR+IC+GI(J.) log 2004 AR(4)+S.D.+UR+IC+GI(J.) log 2004
AR(8)+S.D.+UR+IC+GI(J.&F.S.) log 2004 AR(6)+S.D.+UR+IC+GI(J.&F.S.) log 2004

Baseline case (left column) and the case including the expansion starting in 2009 (low right column).