Interval Estimation on Unemployment rate rolling evaluation horizon
98.06CoverageARIMA
Evaluation results
| Method | Links | ||
|---|---|---|---|
| ARIMANominal interval level=95%, Interval construction method=Mean CI for the conditional mean2025.07 | 98.06 | 2.11 | |
| GARIMA-RidgeNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 94.17 | 0.84 | |
| GARIMA-OLSNominal interval level=95%, Interval construction method=Block bootstrap prediction intervals2025.07 | 91.94 | 0.82 |