Insample fit | Out-of-sample projection | |||
---|---|---|---|---|
Classic EPP | r-Trend model | Classic EPP | r-Trend model | |
Coverage | 87.4% | 89.4% | 74.9% | 79.0% |
Width | 0.067 | 0.065 | 0.108 | 0.080 |
MAE | 0.015 | 0.013 | 0.028 | 0.024 |
ME | 0.002 | 0.001 | 0.011 | −0.003 |
The results are evaluated only in the last data year.
EPP, Estimation and Projection Package.