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Forecasting Rejection on M3 Quarterly (Source holdout)
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0.75
Spearman ρ
Metamodel
0.45464
0.53132
0.608
0.68468
Jun 22, 2026
Spearman ρ
AUCO
ErrDrop
Updated 1mo ago
Evaluation Results
Method
Method
Links
Spearman ρ
AUCO
ErrDrop
Metamodel
Source=M3-Q, Base Mode...
2026.06
0.75
0.008
4.74
Metamodel
Source=M3-Q, Base Mode...
2026.06
0.747
0.007
10.54
Err. var.
Source=M3-Q, Base Mode...
2026.06
0.695
0.01
5.9
Err. var.
Source=M3-Q, Base Mode...
2026.06
0.663
0.012
4.23
PI width
Source=M3-Q, Base Mode...
2026.06
0.612
0.013
7.75
PI width
Source=M3-Q, Base Mode...
2026.06
0.556
0.016
6.24
Res. scale
Source=M3-Q, Base Mode...
2026.06
0.52
0.018
1.87
Res. scale
Source=M3-Q, Base Mode...
2026.06
0.466
0.022
1.66
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