TABLE 4.
MSE multi-step-ahead forecast, Scenario 5.
| Dates | SARIMAX | LR | Mean LR-SARIMAX | SARIMA | KNN | AR | ARX |
|---|---|---|---|---|---|---|---|
| 2020q4 | 2,42e-04 | 5,00e-06 | 4,40e-05 | 1,80e-05 | 2,56e-05 | 1,54e-03 | 7,58e-03 |
| 2020q3–2020q4 | 2,68e-02 | 5,64e-03 | 1,42e-02 | 1,74e-02 | 5,08e-03 | 2,80e-02 | 2,99e-02 |
| 2020q2–2020q4 | 3,27e-03 | 3,59e-03 | 3,43e-03 | 3,37e-03 | 3,99e-03 | 2,83e-03 | 2,76e-03 |
| 2020q1–2020q4 | 4,73e-03 | 4,15e-03 | 4,43e-03 | 4,82e-03 | 5,14e-03 | 4,26e-03 | 4,06e-03 |
| 2019q4–2020q4 | 3,77e-03 | 3,48e-03 | 3,62e-03 | 3,89e-03 | 4,19e-03 | 3,12e-03 | 3,08e-03 |
| 2019q3–2020q4 | 2,95e-03 | 2,71e-03 | 2,83e-03 | 3,09e-03 | 4,89e-03 | 2,15e-03 | 2,19e-03 |
| 2019q2–2020q4 | 2,61e-03 | 2,25e-03 | 2,42e-03 | 2,93e-03 | 2,61e-03 | 1,95e-03 | 1,88e-03 |
| 2019q1–2020q4 | 2,26e-03 | 1,73e-03 | 1,98e-03 | 2,23e-03 | 2,56e-03 | 1,29e-03 | 1,59e-03 |
| 2018q4–2020q4 | 2,45e-03 | 1,63e-03 | 2,00e-03 | 2,32e-03 | 1,56e-03 | 1,29e-03 | 1,18e-03 |
| 2018q3–2020q4 | 2,16e-03 | 1,34e-03 | 1,70e-03 | 2,17e-03 | 2,14e-03 | 1,48e-03 | 1,29e-03 |
| 2018q2–2020q4 | 1,94e-03 | 1,14e-03 | 1,48e-03 | 2,12e-03 | 3,06e-03 | 1,39e-03 | 1,48e-03 |
| 2018q1–2020q4 | 1,62e-03 | 7,83e-04 | 1,04e-03 | 1,78e-03 | 1,03e-03 | 9,78e-04 | 1,06e-03 |