Model

MSE

MAE

1 Step

5 Step

10 Step

22 Step

1 Step

5 Step

10 Step

22 Step

AR

1.5657 × 10−5

4.9321 × 10−5

6.2018 × 10−5

6.4260 × 10−5

0.0033

0.0066

0.0075

0.0076

LM-AR

1.4573 × 10−5

1.2422 × 10−5

1.3509 × 10−5

1.5047 × 10−5

0.0033

0.0027

0.0029

0.0032

MS-AR

1.1067 × 10−5

1.2886 × 10−5

1.5620 × 10−5

1.6566 × 10−5

0.0021

0.0027

0.0031

0.0032

MS-LM-AR

9.8418 × 10−6

1.1432 × 10−5

1.2218 × 10−5

1.3066 × 10−5

0.0021

0.0024

0.0024

0.0025

HAR

1.1144 × 10−5

7.9609 × 10−6

1.0745 × 10−5

1.6281 × 10−5

0.0024

0.0021

0.0023

0.0028

LM-HAR

1.2320 × 10−4

2.9088 × 10−5

2.6893 × 10−5

2.3731 × 10−5

0.0108

0.0048

0.0045

0.0042

MS-HAR

1.0561 × 10−5

7.8352 × 10−6

1.0308 × 10−5

1.5627 × 10−5

0.0022

0.0021

0.0022

0.0027

MS-LM-HAR

1.0241 × 10−5

1.0073 × 10−5

1.0626 × 10−5

1.1616 × 10−5

0.0021

0.0021

0.0022

0.0023

AR-J

1.8366 × 10−5

1.0908 × 10−4

2.2306 × 10−4

3.2902 × 10−4

0.0035

0.0100

0.0145

0.0176

LM-AR-J

0.0011

2.0317 × 10−4

1.4279 × 10−4

1.0036 × 10−4

0.0336

0.0139

0.0115

0.0094

MS-AR-J

1.2425 × 10−5

1.6263 × 10−5

2.3867 × 10−5

0.0014

0.0020

0.0023

0.0028

0.0111

MS-LM-AR-J

9.9378 × 10−6

1.2416 × 10−5

1.3217 × 10−5

1.4976 × 10−5

0.0021

0.0025

0.0025

0.0028

HAR-J

1.2695 × 10−5

1.1879 × 10−5

1.4235 × 10−5

1.8040 × 10−5

0.0026

0.0029

0.0030

0.0031

LM-HAR-J

4.0683 × 10−4

1.1422 × 10−4

1.0203 × 10−4

8.5458 × 10−5

0.0199

0.0101

0.0093

0.0083

MS-HAR-J

1.1176 × 10−5

8.9483 × 10−6

1.0752 × 10−5

0.0024

0.0023

0.0023

0.0024

0.0113

MS-LM-HAR-J

1.2267 × 10−5

9.7165 × 10−6

7.2532 × 10−5

1.2135 × 10−5

0.0022

0.0022

0.0057

0.0022