Table 1.
Settings
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Summary Measures
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dj | ρ | pct. | Method | rMSPE | CR | w | Prob. | ||
NHPPS | 8.71 | 0.99 | 49.44 | ||||||
0.4 | NHPPM, J=2 | 7.72 | 0.94 | 29.15 | 1.00 | ||||
NHPPM, J=5 | 5.02 | 0.98 | 22.27 | 1.00 | |||||
0.1 | NHPPM, J=30 | 3.84 | 0.97 | 15.73 | 1.00 | ||||
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NHPPS | 4.74 | 0.99 | 23.68 | ||||||
0.7 | NHPPM, J=2 | 3.28 | 0.99 | 15.54 | 1.00 | ||||
NHPPM, J=5 | 2.78 | 0.98 | 12.68 | 1.00 | |||||
0 | NHPPM, J=30 | 2.58 | 0.97 | 10.44 | 1.00 | ||||
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NHPPS | 17.97 | 0.96 | 74.88 | ||||||
0.4 | NHPPM, J=2 | 11.69 | 0.96 | 49.91 | 0.99 | ||||
NHPPM, J=5 | 9.41 | 0.96 | 38.24 | 1.00 | |||||
0.3 | NHPPM, J=30 | 5.55 | 0.99 | 23.70 | 1.00 | ||||
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NHPPS | 8.12 | 0.95 | 32.34 | ||||||
0.7 | NHPPM, J=2 | 5.27 | 0.98 | 24.00 | 0.98 | ||||
NHPPM, J=5 | 3.84 | 0.99 | 18.34 | 1.00 | |||||
NHPPM, J=30 | 2.81 | 0.99 | 12.94 | 1.00 | |||||
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NHPPS | 8.53 | 1.00 | 50.80 | ||||||
0.4 | NHPPM, J=2 | 6.80 | 0.98 | 34.11 | 1.00 | ||||
NHPPM, J=5 | 4.47 | 0.99 | 23.39 | 1.00 | |||||
0.1 | NHPPM, J=30 | 3.90 | 0.97 | 15.74 | 1.00 | ||||
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NHPPS | 4.45 | 1.00 | 24.19 | ||||||
0.7 | NHPPM, J=2 | 3.28 | 1.00 | 17.41 | 1.00 | ||||
NHPPM, J=5 | 2.84 | 0.99 | 13.21 | 1.00 | |||||
0.5 | NHPPM, J=30 | 2.59 | 0.97 | 10.47 | 1.00 | ||||
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NHPPS | 18.73 | 0.96 | 80.27 | ||||||
0.4 | NHPPM, J=2 | 13.37 | 0.97 | 59.99 | 0.98 | ||||
NHPPM, J=5 | 9.61 | 0.98 | 42.67 | 1.00 | |||||
0.3 | NHPPM, J=30 | 5.68 | 0.99 | 24.49 | 1.00 | ||||
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NHPPS | 7.92 | 0.97 | 33.99 | ||||||
0.7 | NHPPM, J=2 | 5.78 | 0.98 | 26.76 | 0.97 | ||||
NHPPM, J=5 | 4.23 | 0.98 | 19.86 | 1.00 | |||||
NHPPM, J=30 | 2.78 | 0.99 | 13.25 | 1.00 |