Table 14 Robustness purposes: investment model MAPE and RMSE loss functions
Q | M | Midas (with zd(2), xm(6))) | Midas (with zd(1), xm(6))) | Regression (with zq(2)) | Regression (with xq(6)) | ||||
|---|---|---|---|---|---|---|---|---|---|
MAPE (%) | RMSE | MAPE (%) | RMSE | MAPE (%) | RMSE | MAPE (%) | RMSE | ||
Current quarter | M1 | 3.68 | 404.7 | 3.42 | 407.1 | 5.06 | 763.3 | 4.95 | 776.8 |
M2 | 3.58 | 394.6 | 3.35 | 454.0 | 4.96 | 755.6 | 5.01 | 771.8 | |
M3 | 3.90 | 425.5 | 3.60 | 405.9 | 4.95 | 750.8 | 4.91 | 765.8 | |
Next quarter | M1 | 3.22 | 364.6 | 3.45 | 353.2 | 4.95 | 750.8 | 4.96 | 768.2 |
M2 | 3.22 | 364.6 | 3.45 | 353.2 | 4.95 | 750.8 | 4.96 | 768.2 | |