Table 15 MAPE and RMSE loss functions for the disaggregated GDP models
Q | M | Disaggregated Midas | Disaggregated regression | AR | RW | Regression model | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
MAPE (%) | RMSE | MAPE (%) | RMSE | MAPE (%) | RMSE | MAPE (%) | RMSE | MAPEÂ (%) | RMSE | ||
Current quarter | M1 | 3.09 | 1831.0 | 6.65 | 3816.9 | Â | Â | Â | Â | Â | Â |
M2 | 2.75 | 1653.6 | 6.52 | 3665.2 | Â | Â | Â | Â | Â | Â | |
M3 | 2.90 | 1718.8 | 6.54 | 3650.9 | 2.44 | 1938.4 | 2.54 | 1960.5 | Â | Â | |
Next quarter | M1 | 2.19 | 1378.3 | 4.23 | 2317.5 | Â | Â | Â | Â | Â | Â |
M2 | 1.77 | 1255.2 | 2.14 | 1322.2 | Â | Â | Â | Â | Â | Â | |
| Â | M3 | Â | Â | Â | Â | 1.59 | 1335.1 | 1.55 | 1285.9 | 2.01 | 1563.8 |