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