|
|
Short Term |
Medium Term |
Long Term |
|||||||||
|
|
T = 8 |
T = 16 |
T = 32 |
T = 64 |
T = 128 |
T = 256 |
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| Models |
RMSE |
MAE |
RMSE |
MAE |
RMSE |
MAE |
RMSE |
MAE |
RMSE |
MAE |
RMSE |
MAE |
| VAR(2) |
- |
- |
- |
- |
5% |
11% |
16% |
20% |
27% |
26% |
31% |
33% |
| BVAR1 |
37% |
53% |
20% |
24% |
- |
- |
1% |
3% |
7% |
6% |
13% |
14% |
| BVAR2 |
7% |
2% |
9% |
14% |
15% |
12% |
20% |
18% |
10% |
11% |
10% |
7% |
| BVAR3 |
12% |
11% |
6% |
4% |
6% |
8% |
2% |
4% |
7% |
7% |
6% |
5% |
| BVAR4 |
44% |
34% |
65% |
58% |
74% |
69% |
61% |
55% |
49% |
50% |
40% |
41% |