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Forecasting Rejection on M1 Quarterly (Source holdout)
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6.2
AUCO
Err. var.
1.104
2.427
3.75
5.073
Jun 22, 2026
AUCO
Spearman Correlation (ρ)
Error Drop
Updated 1mo ago
Evaluation Results
Method
Method
Links
AUCO
Spearman Correlation (ρ)
Error Drop
Err. var.
Source=M1-Q, Base Mode...
2026.06
6.2
0.257
3.08
PI width
Source=M1-Q, Base Mode...
2026.06
5.9
0.247
2.21
PI width
Source=M1-Q, Base Mode...
2026.06
5.8
0.247
2.14
Err. var.
Source=M1-Q, Base Mode...
2026.06
5.8
0.269
2.81
Res. scale
Source=M1-Q, Base Mode...
2026.06
5
-
0.98
Res. scale
Source=M1-Q, Base Mode...
2026.06
4.9
-
1.07
Metamodel
Source=M1-Q, Base Mode...
2026.06
1.5
0.71
2.88
Metamodel
Source=M1-Q, Base Mode...
2026.06
1.3
0.733
10.85
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