Time Series Forecasting on Exchange Rate
0.0070.9-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 0.007 | |
| GPVartime-dependent errors=true2024.02 | 0.0057 | |
| GPVartime-dependent errors=false2024.02 | 0.0042 | |
| Transformertime-dependent errors=false2024.02 | 0.003 | |
| Transformertime-dependent errors=true2024.02 | 0.0023 | |
| VAR2024.02 | 0.0021 |