h,model,reference,n_origins,mean_sq_diff,dm_stat,dm_p,gw_stat,gw_p,boot_ci_lo,boot_ci_hi,dm_p_holm,dm_p_bonferroni 3,local_linear_trend,no_change,31,0.00507271676846072,8.078772454130444,5.111579381988918e-9,103.25491452149102,0.0,0.0039317584426743065,0.006362804392160033,9.200842887580052e-8,9.200842887580052e-8 3,lightgbm_panel,no_change,31,-0.0014107860376370936,-2.911407602651308,0.006726615748706477,10.74162070470091,0.004650361351740351,-0.002267360116663805,-0.0006380695909737433,0.11435246772801011,0.12107908347671659 3,qanss,no_change,31,-0.0009045980331833501,-2.1840734816137073,0.03690848542382752,5.438102549454465,0.06593728112640496,-0.001644956405908316,-0.0002913818531563228,0.5905357667812403,0.6643527376288954 3,qrefa,no_change,31,-0.0011816683852870966,-2.0440070741368412,0.04981780471611619,4.680734289219618,0.09629227854879652,-0.0022907151563549733,-0.00032135132484177766,0.7472670707417428,0.8967204848900914 3,ridge_panel,no_change,31,-0.001120709807778601,-2.0218546918303817,0.05218906585573091,4.64202279770507,0.09817424205908909,-0.0021371646881531764,-0.00030685570954089644,0.7472670707417428,0.9394031854031564 3,bhpf,no_change,31,-0.0010573145145015407,-1.9224606962460093,0.06408847427248077,4.239341507697632,0.12007115496977461,-0.002081544249955321,-0.00024310451235997612,0.83315016554225,1.0 3,ar2_cell,no_change,31,-0.0006720961258489032,-1.8638167584288836,0.07216122675150882,4.619325602276005,0.09929472798450101,-0.0012928055129757183,-0.00007622233183786958,0.8659347210181059,1.0 3,raref,no_change,31,-0.001044348577611065,-1.7408437400099837,0.0919597253221256,3.5312002158567304,0.17108408675568298,-0.0021951124243310216,-0.0001796516684244232,1.0,1.0 3,gru,no_change,31,-0.0009374396314905094,-1.6677841018325357,0.10576539475159086,3.3245558310800893,0.18970635249562406,-0.0020775720121415245,-0.00003090899384418048,1.0,1.0 3,tcn,no_change,31,-0.0007750483010963631,-1.2861234853000874,0.2082380532830137,3.026071140278799,0.22024040700574288,-0.0019832597551307438,0.0002261479486956156,1.0,1.0 3,dsgfn,no_change,31,-0.0007737665857743937,-1.2444036543300385,0.22298576285490102,3.744166552691028,0.15380291385551148,-0.0019487979079324937,0.00018067001505896223,1.0,1.0 3,mlp_panel,no_change,31,-0.0007086569173029839,-1.2285666343825057,0.2287852750093755,2.234087681467808,0.32724575672671397,-0.0018326670149720725,0.00021941606981970972,1.0,1.0 3,rw_drift,no_change,31,0.0003629950163435784,1.1445626462736291,0.26144035424105994,20.968284346756242,0.000027976598268253383,-0.00015162029004764157,0.0008235292005226034,1.0,1.0 3,seasonal_naive,no_change,31,0.0005996261710026072,1.124651306665567,0.26965505301964576,14.393178168090785,0.0007491366977835368,-0.0003704931075323685,0.0013893274932546137,1.0,1.0 3,lstm,no_change,31,-0.0006495489122728281,-1.0233439077040538,0.31432684104760833,3.382093096630373,0.18432651640953224,-0.001910357251364381,0.0004003280248171119,1.0,1.0 3,momentum,no_change,31,-0.00010221235824024602,-0.961199009854551,0.34413588162939,5.531173964883624,0.06293914433047831,-0.0002899548745035709,0.00008468381969890004,1.0,1.0 3,mean_growth,no_change,31,-0.0002038104216616008,-0.5891321279246756,0.5601831976867242,13.828335729273741,0.0009936079310940427,-0.0007585314745313134,0.00029169255361134185,1.0,1.0 3,tft_lite,no_change,31,0.00020109161308657652,0.23388313005427855,0.8166644373980072,2.6880505684129767,0.2607937838338801,-0.0009989477840993053,0.0017786583546712425,1.0,1.0 6,local_linear_trend,no_change,25,0.01535900182162245,10.46516301406498,2.007887189847679e-10,471.1785413955145,0.0,0.013251953830708922,0.017721590481035204,3.6141969417258224e-9,3.6141969417258224e-9 6,lightgbm_panel,no_change,25,-0.0020342234984908896,-1.7892806790059101,0.08619865699737561,5.418116715858697,0.0665994900794813,-0.0032645070848641706,-0.0006694649529776694,1.0,1.0 6,ar2_cell,no_change,25,-0.0015723310020638195,-1.6651181771383876,0.108891515263835,6.728724677471108,0.03458406200506081,-0.002545519809407774,-0.0004118042767136899,1.0,1.0 6,qrefa,no_change,25,-0.0015009990801796522,-1.2732264360264005,0.21513256019018256,8.073495570506017,0.017654796339252377,-0.0028177863542601348,-2.36933676282929e-6,1.0,1.0 6,qanss,no_change,25,-0.0011205967434744072,-1.2687496683662223,0.21669843221232665,13.782913053314317,0.0010164323015641186,-0.0021202548465786147,0.00007106750773317064,1.0,1.0 6,tcn,no_change,25,-0.0010865190830891402,-1.23404009460135,0.22913609283178804,6.21333924986336,0.044749740868249566,-0.002108684724377038,0.0001301731288641831,1.0,1.0 6,gru,no_change,25,-0.0012800315979698915,-1.233425373267221,0.2293611443549679,9.894810176614204,0.007101813618652364,-0.0024213282106250716,0.000023075618675567996,1.0,1.0 6,lstm,no_change,25,-0.0012758362390018652,-1.1679524387122306,0.2542980997449553,12.628669289490956,0.001810169765976588,-0.0024840605858381273,0.0001257770690841541,1.0,1.0 6,seasonal_naive,no_change,25,0.0010217171755325682,1.0005373783866303,0.3270322150429805,61.26278947317716,4.973799150320701e-14,-0.0003881992163607208,0.002122886218326578,1.0,1.0 6,raref,no_change,25,-0.0011943639443882,-0.925550035476887,0.363893675365083,14.240771881406499,0.0008084546753406308,-0.002585732206582571,0.0003445636009673543,1.0,1.0 6,ridge_panel,no_change,25,-0.0012004699277736895,-0.9189233025233179,0.36727949472096855,10.926817982554233,0.004239080098079717,-0.002587102489197774,0.0003609657902895531,1.0,1.0 6,dsgfn,no_change,25,-0.0010597681348910144,-0.9105747485217236,0.37157467218409024,8.399483158702672,0.01499945248792145,-0.0023981014704288458,0.0004467104076741862,1.0,1.0 6,rw_drift,no_change,25,0.0008913004493892636,0.904241589710308,0.37485498113994775,29.94251275063142,3.148226491722639e-7,-0.00041574435000864897,0.0020313856803232137,1.0,1.0 6,bhpf,no_change,25,-0.0009935923638241053,-0.7363639410363293,0.4686463031217585,13.109232212305567,0.0014235292462408955,-0.002415133638099465,0.0006471748625480187,1.0,1.0 6,mean_growth,no_change,25,-0.0007173257100953768,-0.729632054772079,0.4726768394538292,11.507846064762315,0.0031703191041764223,-0.0018406292044246997,0.0004419949860673104,1.0,1.0 6,momentum,no_change,25,0.00020340265564327696,0.5699368488026949,0.574017503055948,5.347857663817832,0.06898067873650027,-0.0002479364922121654,0.0006468858333688041,1.0,1.0 6,mlp_panel,no_change,25,-0.0006214375513363897,-0.5168397311121554,0.6099983892517016,11.617723687759073,0.003000843557879551,-0.0019954885589567807,0.0009047855027480189,1.0,1.0 6,tft_lite,no_change,25,-0.00016646302916638545,-0.15717878074582786,0.8764187969063832,9.033494587398058,0.010924500130429449,-0.0014716862494376492,0.0012646179830296358,1.0,1.0 1,local_linear_trend,no_change,33,0.000654107777419944,7.186623166634712,3.683159044420847e-8,50.95080417993893,8.63320526178768e-12,0.0005198810172714753,0.0008133512118329029,6.629686279957525e-7,6.629686279957525e-7 1,seasonal_naive,no_change,33,0.0004990444263432449,4.997022179151343,0.0000200444125524335,25.801586353701964,2.496069715807181e-6,0.0002847607642083742,0.0007042212452090037,0.0003407550133913695,0.000360799425943803 1,lightgbm_panel,no_change,33,-0.00028387114159236435,-3.8476180996964047,0.0005363160566240754,15.505892146488298,0.0004294754089495534,-0.00047874088272892784,-0.00013022420958328027,0.008581056905985207,0.009653689019233358 1,rw_drift,no_change,33,0.00009380887871493016,2.4026038470149045,0.022252443915668607,6.239205410061398,0.044174715325982605,0.000019354303719638538,0.00016482757323776987,0.3337866587350291,0.40054399048203493 1,qanss,no_change,33,-0.00013859317013641077,-2.269967724086572,0.030083181600848885,7.257196570921887,0.02655337859182394,-0.0002780481069012647,-0.000022728540595518145,0.4211645424118844,0.5414972688152799 1,raref,no_change,33,-0.00013909374799145807,-1.9879638445241046,0.055427971582944435,5.185987428937652,0.07479578734768977,-0.0002760525901954923,-0.000015299228329465612,0.7205636305782777,0.9977034884929998 1,ridge_panel,no_change,33,-0.00013380730045621644,-1.8990124967129978,0.06661041208186158,4.538849795005898,0.10337161226400149,-0.0002732960126354334,-5.128929102797914e-6,0.799324944982339,1.0 1,lstm,no_change,33,0.000891043369684131,1.8823212624511807,0.06891295561392252,3.793391334299188,0.15006366116576886,-8.849364696402012e-6,0.0021329725115371598,0.799324944982339,1.0 1,bhpf,no_change,33,-0.0001290313562692453,-1.7931833902648386,0.08240054458672663,4.282397990142851,0.11751385998074204,-0.000266240218070492,3.2803772656216633e-6,0.8240054458672663,1.0 1,qrefa,no_change,33,-0.00017637909717452561,-1.7394629978941434,0.09156562970742121,6.528084249907006,0.03823354050355954,-0.0004020511982973061,9.897552000874431e-6,0.8240906673667909,1.0 1,gru,no_change,33,0.0005772044106779943,1.580388655865718,0.1238531257403912,2.831271632413553,0.2427712064990929,-0.00007578443753450223,0.0015084476229044474,0.9908250059231296,1.0 1,tft_lite,no_change,33,0.00018142942479498205,1.2425478002876462,0.22306315875370242,2.3809981345739586,0.3040694750654178,-0.00009897508766232265,0.0005703700711638199,1.0,1.0 1,ar2_cell,no_change,33,-0.00005602726854674192,-1.1042351100767787,0.27772549946155656,1.401290326520477,0.4962650285238561,-0.0001535955387910956,0.00002801381435714301,1.0,1.0 1,momentum,no_change,33,-0.00002502045723798141,-1.0012107420274348,0.32423617164185226,5.175215383110637,0.07519972600712022,-0.00007123437435305095,0.000029923596172099475,1.0,1.0 1,mlp_panel,no_change,33,0.0001295893917574745,0.7300747450002799,0.4706557611647608,0.718068307926953,0.6983504995068046,-0.00016780879018294921,0.0005390921177807485,1.0,1.0 1,tcn,no_change,33,0.00010741151419640574,0.6812428859499785,0.5006184556272588,0.8660417304654908,0.648546959580542,-0.00017069960654531816,0.00045514039957294427,1.0,1.0 1,dsgfn,no_change,33,-0.000058524882068571454,-0.5224273810585598,0.604971064092652,2.27578493036072,0.32049376231055815,-0.0002888323436388226,0.00014423096850084763,1.0,1.0 1,mean_growth,no_change,33,9.565112971437082e-6,0.2560138460501052,0.7995787888537134,0.05613400829227154,0.9723232149317641,-0.00006081074089875132,0.00007746369808640293,1.0,1.0 12,local_linear_trend,no_change,13,0.043388964883359755,4.879460450263494,0.000378866286424806,2218.615108390378,0.0,0.041208525245899255,0.04570922987508578,0.006819593155646508,0.006819593155646508 12,mlp_panel,no_change,13,0.008846636087837315,0.5462118851272639,0.5949299984737997,159.16122566027286,0.0,0.004926055941683255,0.012596673777489353,1.0,1.0 12,ar2_cell,no_change,13,-0.004001303243616557,-0.3780476315653641,0.7119976957938932,16.063414139518027,0.00032499294948606927,-0.005221496894598254,-0.002684859665676308,1.0,1.0 12,seasonal_naive,no_change,13,0.002028168485285463,0.29448686060662804,0.773418116886186,13.196547508497789,0.001362718395156448,0.0010623390894687963,0.003057474274730315,1.0,1.0 12,rw_drift,no_change,13,0.0020281684852854623,0.29448686060662804,0.773418116886186,13.196547508497805,0.001362718395156448,0.001062339089468796,0.003057474274730314,1.0,1.0 12,qanss,no_change,13,0.0034618547453914594,0.26985703769966696,0.7918548887721317,11.265887464885356,0.0035780270549808924,0.001536596533553838,0.005818270860608339,1.0,1.0 12,mean_growth,no_change,13,-0.0023718990271547843,-0.2617379358781741,0.7979620401592116,19.156394783437083,0.0000692216147856195,-0.0035020640989607667,-0.0011098879940347605,1.0,1.0 12,lightgbm_panel,no_change,13,-0.0027759506548058525,-0.18669824662764214,0.8550163955137768,9.033579725218395,0.01092403509626283,-0.004524534749631591,-0.0009036788870848966,1.0,1.0 12,tcn,no_change,13,0.0021283471470391717,0.154485887681953,0.8797944927484902,6.179279026159522,0.04551836022089317,-0.0007201427311419969,0.005036938935741576,1.0,1.0 12,gru,no_change,13,0.0009725285533115021,0.13556853630069426,0.8944099582238154,9.954506918100014,0.00689296840275766,-0.0002215148207411768,0.0022578848517333596,1.0,1.0 12,momentum,no_change,13,0.000051631021657914476,0.13295199358628715,0.8964348092709993,1.9549267137186341,0.3762643376781497,-0.00005032147493127288,0.000152055535723142,1.0,1.0 12,ridge_panel,no_change,13,0.0032222044235059354,0.13147122848336318,0.8975810603128207,9.143538695077977,0.010339649090786551,0.00015056690078920048,0.006291616774925707,1.0,1.0 12,raref,no_change,13,0.0025916149109520797,0.10878502447229967,0.9151709003110302,8.234151788026935,0.01629208464013321,-0.0003739501499139679,0.0056871914110830585,1.0,1.0 12,bhpf,no_change,13,0.002218216356633585,0.10555504688435767,0.9176793268323502,22.764654280622146,0.000011395099763111816,-0.0005470258199203568,0.00502354364182346,1.0,1.0 12,dsgfn,no_change,13,0.002155824673956394,0.10434641701530144,0.9186181980173911,26.78957182889846,1.523064834918486e-6,-0.0011078024014217211,0.0052377810819021825,1.0,1.0 12,lstm,no_change,13,0.0007424097281783149,0.07040997473929776,0.9450271468108122,4.471183301423258,0.10692884660598323,-0.0012550981893412062,0.0028909336666367814,1.0,1.0 12,qrefa,no_change,13,0.0010224065757117947,0.052000576672242005,0.9593838433919502,32.939882312946075,7.033887827745389e-8,-0.0014184913281867675,0.0034369075769012415,1.0,1.0 12,tft_lite,no_change,13,-0.0006260624322423729,-0.04332967533733047,0.9661513861533662,38.165039631567325,5.1590167693404965e-9,-0.0026701592525679666,0.0014788170417007335,1.0,1.0