In-Sample Forecast Performance

Statistic

Model 1

Model 2

Model 3

Model 4

Model 5

RMSE

1.012

0.9801

0.9327

0.9035

0.8956

MAE

0.5693

0.5186

0.4872

0.4785

0.4752

TII

0.6146

0.7406

0.7407

0.7239

0.7238