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Out-of-sample forecast performance.
| Model (0) | Model (1) | Model (2) | Model (3) | Model (4) | |
|---|---|---|---|---|---|
| RMSFE | 143.3993 | 109.9745 | 116.9652 | 138.9774 | 108.0304 |
| RMSFE/BENCH | 1.00 | 0.767 | 0.816 | 0.969 | 0.753 |
| Percentage | n/a | 23.3% | 18.4% | 3.1% | 24.7% |
| improvement | |||||
| Theil inequality | 0.148833 | 0.124738 | 0.126399 | 0.153554 | 0.116358 |
| coefficient |
