Out-of-Sample Forecast Performance | |||||
Statistic | Model 1 | Model 2 | Model 3 | Model 4 | Model 5 |
RMSE | 0.4084 | 0.4862 | 0.5466 | 0.5361 | 0.4571 |
MAE | 0.2772 | 0.3166 | 0.3674 | 0.3877 | 0.3229 |
TII | 0.5011 | 0.6735 | 0.6591 | 0.6329 | 0.6065 |