Table 1.

The model is fitted to the simulated observations up until T^⋆, and predictions are made for q = 1 and q = 2 weeks ahead. For each T* and q, the mean squared error of prediction (MSEP) is reported for the Type I–IV models, with the smallest MSEP indicated in bold.

	q = 1				q = 2
T⋆	Type I	Type II	Type III	Type IV	Type I	Type II	Type III	Type IV
6	857	683	911	687	504	804	527	819
7	153	36	142	43	135	44	107	67
8	115	35	73	45	128	44	83	61
9	135	26	90	39	134	42	96	64
10	134	31	100	46	197	45	173	67
11	260	30	247	36	675	74	694	107
12	1088	71	1144	75	1649	91	1729	78
13	2209	781	2311	663	2688	6433	2823	5449
14	3170	395	3331	443	3086	2140	3263	2364
15	2998	336	3188	364	2619	1253	2820	1346
16	2237	201	2444	210	2578	473	2808	503
17	2918	82	3163	85	4258	149	4535	141
18	5595	193	5895	198	7501	1391	7831	1510
19	9411	361	9756	331	10917	2314	11275	2166
20	12424	426	12779	435	11451	2757	11792	2825
21	10474	784	10793	799	8845	2477	9131	2526
22	7216	173	7460	167	5582	471	5793	458
23	3954	120	4125	122	-	-	-	-