Models
|
Relative QPS
|
Model with channels (a), (b), and (c) simultaneouslyb
|
AR-Logit-Factor-MIDAS
|
0.397 (0.000)
|
0.409 (0.000)
|
0.369 (0.000)
|
0.397 (0.000)
|
0.387 (0.000)
|
Models with either channel (a) or (b)
|
ST-Probit-MCF
|
0.519 (0.000)
|
0.513 (0.000)
|
0.492 (0.000)
|
0.521 (0.000)
|
0.558 (0.000)
|
AR-Probit-YS
|
0.867 (0.019)
|
0.837 (0.004)
|
0.775 (0.000)
|
0.781 (0.019)
|
0.771 (0.084)
|
Models without any channel (a), (b) and (c)
|
ST-Probit-YS-EI
|
0.879 (0.033)
|
0.879 (0.018)
|
0.868 (0.043)
|
0.881 (0.005)
|
0.903 (0.024)
|
ST-Probit-YS
|
1
|
1
|
1
|
1
|
1
|
Models
|
Relative LPS
|
Model with channels (a), (b), and (c) simultaneously
|
AR-Logit-Factor-MIDAS
|
0.426 (0.000)
|
0.431 (0.000)
|
0.418 (0.000)
|
0.409 (0.000)
|
0.445 (0.000)
|
Models with either channel (a) or (b)
|
ST-Probit-MCF
|
0.517 (0.000)
|
0.517 (0.000)
|
0.520 (0.000)
|
0.512 (0.000)
|
0.602 (0.000)
|
AR-Probit-YS
|
0.822 (0.000)
|
0.812 (0.000)
|
0.757 (0.000)
|
0.840 (0.002)
|
0.870 (0.012)
|
Models without any channel (a), (b) and (c)
|
ST-Probit-YS-EI
|
0.893 (0.007)
|
0.901 (0.006)
|
0.877 (0.038)
|
0.909 (0.046)
|
0.920 (0.097)
|
ST-Probit-YS
|
1
|
1
|
1
|
1
|
1
|