Table 4 Accuracy of the CIR# in terms of... | Emerald Publishing

Table 4

Accuracy of the CIR# in terms of AvgReIMSE and AvgReIRMSE with respect to the baseline models

Statistics	Baseline models
Statistics	HW	EWMA	ARIMA-EGARCH*	SARIMA*	DNNAR*
AvgRelMSE	0.0681	0.0021	0.0217	0.0467	0.0407
(1-AvgRelMSE)100%	93.18%	99.79%	97.82%	95.33%	95.92%
AvgRelRMSE	0.2610	0.0453	0.1473	0.2161	0.2018
(1-AvgRelRMSE)100%	73.90%	95.47%	85.27%	78.39%	79.82%

Statistics	Baseline models
Statistics	HW	EWMA	ARIMA-EGARCH*	SARIMA*	DNNAR*
AvgRelMSE	0.0681	0.0021	0.0217	0.0467	0.0407
(1-AvgRelMSE)100%	93.18%	99.79%	97.82%	95.33%	95.92%
AvgRelRMSE	0.2610	0.0453	0.1473	0.2161	0.2018
(1-AvgRelRMSE)100%	73.90%	95.47%	85.27%	78.39%	79.82%