Table 6: In-sample forecast statistics.

MAEMAPERMSEHRMSETheil coefficient

HAR-CJ-M0.43521.61750.56410.60060.2228
HAR-ARV0.46741.93350.60830.68560.2425
HAR-CJ0.45301.59800.59130.67310.2346
HAR-CJ-M0.44374.34310.40370.49840.1469
HAR-ARV0.60155.32300.45180.90040.1660
HAR-CJ0.55144.46880.43680.78010.1609
HAR-CJ-M0.57004.71360.70020.50000.2579
HAR-ARV0.65146.50200.78960.52660.2897
HAR-CJ0.61745.97640.74660.51520.2742