| RMSPE | RMSE |
| |||
Nelson-Siegel | Spline Method | Nelson-Siegel | Spline Method | Nelson-Siegel | Spline Method | |
mean | 0.0144 | 0.0122 | 1.6318 | 1.4043 | 0.9654 | 0.9738 |
Std.dev | 0.0066 | 0.0051 | 0.7752 | 0.6033 | 0.0357 | 0.0299 |
Max | 0.0413 | 0.0281 | 4.6311 | 3.3047 | 0.9973 | 0.9979 |
Min | 0.0050 | 0.0041 | 0.5311 | 0.4363 | 0.8015 | 0.8219 |