Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

Table 5

Comparative results of ARPRM forecasting percent relative error for different variance (×10⁻⁵%).

Percent error	Variance of the innovation 𝜀𝑡∼NID[0,𝜎^2]
	0.25	2	5	10
Step 𝑙=1	1.64	4.65	7.43	10.8
Step 𝑙=2	2.53	7.08	11.3	16.2
Step 𝑙=3	3.70	10.3	16.4	23.2