Models
|
Relative QPS
|
Model with channels (a), (b), and (c) simultaneouslyb
|
AR-Logit-Factor-MIDAS
|
0.400 (0.000)
|
0.507 (0.000)
|
0.580 (0.000)
|
0.867 (0.002)
|
1.125 (0.165)
|
Models with either channel (a) or (b)
|
ST-Probit-MCF
|
0.454 (0.000)
|
0.695 (0.010)
|
0.959 (0.635)
|
1.105 (0.265)
|
1.269 (0.005)
|
AR-Probit-YS
|
0.795 (0.000)
|
0.701 (0.000)
|
0.696 (0.000)
|
0.876 (0.199)
|
1.072 (0.443)
|
Models without any channel (a), (b) and (c)
|
ST-Probit-YS-EI
|
0.886 (0.001)
|
0.895 (0.006)
|
0.897 (0.000)
|
0.980 (0.067)
|
1.013 (0.018)
|
ST-Probit-YS
|
1
|
1
|
1
|
1
|
1
|
Models
|
Relative LPS
|
Model with channels (a), (b), and (c) simultaneously
|
AR-Logit-Factor-MIDAS
|
0.527 (0.001)
|
0.598 (0.004)
|
0.618 (0.004)
|
0.896 (0.006)
|
1.171 (0.228)
|
Models with either channel (a) or (b)
|
ST-Probit-MCF
|
0.582 (0.013)
|
0.853 (0.386)
|
0.943 (0.646)
|
1.114 (0.365)
|
1.317 (0.010)
|
AR-Probit-YS
|
0.731 (0.000)
|
0.657 (0.000)
|
0.616 (0.000)
|
0.794 (0.045)
|
1.027 (0.794)
|
Models without any channel (a), (b) and (c)
|
ST-Probit-YS-EI
|
0.908 (0.030)
|
0.885 (0.009)
|
0.872 (0.005)
|
0.975 (0.057)
|
1.011 (0.012)
|
ST-Probit-YS
|
1
|
1
|
1
|
1
|
1
|