Benchmark/rival model | h = 1 | h = 2 | h = 4 |
---|---|---|---|
HAR-RV vs. HAR-RV-US/q = 0.95 | 0.0007 | 0.0015 | 0.0065 |
HAR-RV vs. HAR-RV-US/q = 0.75 | 0.0003 | 0.0000 | 0.0002 |
HAR-RV vs. HAR-RV-US/q = 0.5 | 0.0001 | 0.0001 | 0.0001 |
HAR-RV vs. HAR-RV-US/q = 0.25 | 0.0000 | 0.0002 | 0.0003 |
HAR-RV vs. HAR-RV-US/q = 0.05 | 0.0050 | 0.0015 | 0.0003 |
HAR-RV vs. HAR-RV-states/q = 0.95 | 0.0000 | 0.1113 | 0.1751 |
HAR-RV vs. HAR-RV-states/q = 0.75 | 0.0100 | 0.0719 | 0.1129 |
HAR-RV vs. HAR-RV-states/q = 0.5 | 0.0234 | 0.0370 | 0.0959 |
HAR-RV vs. HAR-RV-states/q = 0.25 | 0.0096 | 0.0578 | 0.0997 |
HAR-RV vs. HAR-RV-states/q = 0.05 | 0.0014 | 0.0504 | 0.1204 |
HAR-RV-US vs. HAR-RV-states/q = 0.95 | − 0.0007 | 0.1100 | 0.1697 |
HAR-RV-US vs. HAR-RV-states/q = 0.75 | 0.0098 | 0.0719 | 0.1127 |
HAR-RV-US vs. HAR-RV-states/q = 0.5 | 0.0232 | 0.0369 | 0.0957 |
HAR-RV-US vs. HAR-RV-states/q = 0.25 | 0.0096 | 0.0576 | 0.0995 |
HAR-RV-US vs. HAR-RV-states/q = 0.05 | − 0.0036 | 0.0489 | 0.1201 |