Model | In the sample period | Out of the sample period | ||
MSE | MAE | MSE | MAE | |
FVCBR model | 4.19E−05 | 0.0061 | 1.11E−04 | 0.0098 |
FBR model | 9.46E−05 | 0.0099 | 3.15E−04 | 0.0185 |
FAR model | 1.26E−04 | 0.0111 | 4.56E−04 | 0.0233 |