Interval Estimation on Real GDP rolling evaluation horizon
91.67CoverageGARIMA-Ridge
Evaluation results
| Method | Links | ||
|---|---|---|---|
| GARIMA-RidgeNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 91.67 | 3 | |
| GARIMA-OLSNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 90.83 | 2.92 | |
| ARIMANominal interval level=95%, Interval construction method=Mean CI for the conditional mean2025.07 | 86.67 | 3.66 |