Table 7 p -Value of the Diebold–Mariano...

Table 7

p-Value of the Diebold–Mariano (DM) test for assessing the different nature for the CIR# forecasts vs other benchmark predictions

Test	Baseline models
Test	HW	EWMA	ARIMA-EGARCH*	SARIMA*	DNNAR*
DM p-value	0.0020	6.5277 × 10⁻²¹	1.5928 × 10⁻²³	5.8997 × 10⁻⁴	2.0884 × 10⁻⁴

Test	Baseline models
DM p-value	0.0020	6.5277 × 10⁻²¹	1.5928 × 10⁻²³	5.8997 × 10⁻⁴	2.0884 × 10⁻⁴

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