One-step-ahead monthly prediction on U.S. FRED electricity-related (utilities) index NAICS 2211,2 (test)
88.46CoverageACI
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| ACINominal coverage=90%2026.06 | 88.46 | 14.0829 | 13.3681 | |
| ExponentialNominal coverage=90%2026.06 | 83.65 | 11.456 | 11.456 | |
| RollingNominal coverage=90%2026.06 | 83.65 | 11.6562 | 11.6562 | |
| SplitNominal coverage=90%2026.06 | 82.69 | 10.8861 | 10.8861 | |
| Spectral ACINominal coverage=90%, Eff. sample size=7.09, Bandwidth=0.04002026.06 | 78.85 | 13.0532 | 10.948 | |
| SpectralNominal coverage=90%, Eff. sample size=8.07, Bandwidth=0.04002026.06 | 51.44 | 5.9645 | 4.8006 |