Model | MSE | MAE | ||||||
1 Step | 5 Step | 10 Step | 22 Step | 1 Step | 5 Step | 10 Step | 22 Step | |
AR | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0006 |
LM-AR | 0.0007 | 0.0001 | 0.0364 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
MS-AR | 0.0473 | 0.0000 | 0.0039 | 0.0000 | 0.7500 | 0.0000 | 0.0000 | 0.0000 |
MS-LM-AR | 1.0000 | 0.0001 | 0.3762 | 0.0757 | 0.8337 | 0.0006 | 0.0340 | 0.0214 |
HAR | 0.0646 | 0.3538 | 0.6496 | 0.0000 | 0.0274 | 0.0055 | 0.3683 | 0.0000 |
LM-HAR | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
MS-HAR | 0.4872 | 1.0000 | 1.0000 | 0.0000 | 0.2970 | 1.0000 | 0.6013 | 0.0000 |
MS-LM-HAR | 0.6345 | 0.0000 | 0.7469 | 1.0000 | 0.8885 | 0.2072 | 1.0000 | 0.7703 |
AR-J | 0.0001 | 0.0000 | 0.0000 | 0.0134 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
LM-AR-J | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
MS-AR-J | 0.0210 | 0.0002 | 0.0000 | 0.0256 | 1.0000 | 0.0443 | 0.0000 | 0.0028 |
MS-LM-AR-J | 0.7801 | 0.0000 | 0.1873 | 0.0000 | 0.7529 | 0.0003 | 0.0004 | 0.0000 |
HAR-J | 0.0111 | 0.0000 | 0.0449 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
LM-HAR-J | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0001 |
MS-HAR-J | 0.0288 | 0.0082 | 0.8303 | 0.0163 | 0.0045 | 0.0026 | 0.0366 | 0.0022 |
MS-LM-HAR-J | 0.0298 | 0.0003 | 0.0000 | 0.3995 | 0.6791 | 0.0120 | 0.0000 | 1.0000 |