Predictor group pick-up rates under different forecasting
| Group | 1-step | 2-step | 3-step | 5-step | 7-step |
|---|---|---|---|---|---|
| Technical | 16.67% | 6.25% | 8.33% | 5.21% | 0.00% |
| Macro | 37.50% | 16.67% | 12.50% | 12.50% | 15.62% |
| Climate | 34.38% | 12.50% | 9.38% | 10.42% | 11.46% |
| Fin and Com | 30.21% | 5.21% | 5.21% | 7.29% | 4.17% |
| Group | 1-step | 2-step | 3-step | 5-step | 7-step |
|---|---|---|---|---|---|
| Technical | 16.67% | 6.25% | 8.33% | 5.21% | 0.00% |
| Macro | |||||
| Climate | 34.38% | 12.50% | 9.38% | 10.42% | 11.46% |
| Fin and Com | 30.21% | 5.21% | 5.21% | 7.29% | 4.17% |
Note(s): Selection frequency of four predictor groups across different forecasting horizons during the out-of-sample period. The most frequently selected predictor group for each horizon is in italic
Source(s): Authors’ own work
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