TABLE 11 RMSE of the Different 1-Step-Ahead Forecasts of JTC Forecast Sample: 2000–2002,,,,,,,,
,DHR,CAUSAL,AVE,REG,REG(12)*,VAR,,
RMSE,0.039,0.043,0.033,0.029,0.047,0.033,,
* The forecast sample in this case is 2001–2002.,,,,,,,,