spb/wp46_uqo

1spec_id,family,failed,inadmissible,coverage,fit_time_median,fit_time_mean,iter_mean,failed_or_inadmissible2aparch11__ged__w1000_r5,power,4.376750700280112e-05,0.0,1.0,0.26289935427485034,0.28870966735659437,136.37752143332938,4.376750700280112e-053aparch11__normal__w1000_r5,power,0.0,0.0,1.0,0.21453522925730795,0.25192351965579357,139.35765875728842,0.04aparch11__skewt__w1000_r5,power,0.00016258848598465654,0.0,1.0,0.2995624687173404,0.3458650045119509,148.11178279963812,0.000162588485984656545aparch11__t__w1000_r5,power,0.0,0.0,1.0,0.2629817289998755,0.2913332507166789,143.01673878107744,0.06arch5__ged__w1000_r5,classical,0.0,0.01631144612030045,1.0,0.08720685407752171,0.08981934951663048,102.98964512010103,0.016311446120300457arch5__normal__w1000_r5,classical,0.0,0.017955723623301344,1.0,0.05983484396710992,0.05951103931858908,95.6724419835844,0.0179557236233013448arch5__skewt__w1000_r5,classical,0.0,0.033506327142126466,1.0,0.16699014592450112,0.16564325395215965,161.5974366515389,0.0335063271421264669arch5__t__w1000_r5,classical,0.0,0.03979867356898239,1.0,0.11840523954015225,0.11839308173626273,149.1383875995615,0.0397986735689823910avgarch11__ged__w1000_r5,power,0.0,0.0,1.0,0.05222615599632263,0.05577939128140345,69.54114067651622,0.011avgarch11__normal__w1000_r5,power,0.00046602270801559056,0.0,1.0,0.03441126045072451,0.036172809854160125,63.014654362840844,0.0004660227080155905612avgarch11__skewt__w1000_r5,power,0.0,0.0,1.0,0.0784668957348913,0.08295888598006397,82.66921613207903,0.013avgarch11__t__w1000_r5,power,0.0,0.0,1.0,0.055113104230258614,0.05789853203007676,78.56222163092647,0.014betategarch11__t__w1000_r5,score-driven,0.00013130252100840336,0.003503977571314926,1.0,0.04891732305986807,0.05313206876064673,90.85366805553274,0.003635280092323329415cgarch11__ged__w1000_r5,component,0.000346474812110174,0.024435701556730634,1.0,0.0426581667852588,0.04555994996811695,111.13444479986555,0.02478217636884080816cgarch11__normal__w1000_r5,component,8.613320773149117e-05,0.025549311053049924,1.0,0.02318987500621006,0.026027247672114923,92.77755770428476,0.02563544426078141417cgarch11__skewt__w1000_r5,component,0.003483547996020511,0.027350224698518794,1.0,0.060564125364180654,1.011509327483595,137.29475370284962,0.03083377269453930318cgarch11__t__w1000_r5,component,0.00020306786929160306,0.030283460135216093,1.0,0.03984143759589642,0.043244558873012984,112.29322779011736,0.03048652800450769519constvar__normal__w1000_r5,baseline,0.0,0.0,1.0,0.0003261769888922572,0.0005175105437836348,0.0,0.020egarch11__ged__w1000_r5,asymmetric,4.236570072869005e-05,0.0026999380493017235,1.0,0.06871954177040607,0.08725413969412911,87.51787080628776,0.002742303750030413421egarch11__normal__w1000_r5,asymmetric,0.0,0.005240207493910638,1.0,0.047362500277813524,0.05508571953470458,76.40096351071796,0.00524020749391063822egarch11__skewt__w1000_r5,asymmetric,0.002585866223372248,0.0030781573646047437,1.0,0.09896908298833296,0.1153102458563742,98.91142245971304,0.005664023587976991523egarch11__t__w1000_r5,asymmetric,0.0014208388892074713,0.002951125610795822,1.0,0.06834321841597557,0.08821496104312525,97.11850299546914,0.00437196450000329324egarch11c__ged__w1000_r5,asymmetric,0.0,0.0,1.0,0.08780733356252313,0.09050252746481806,72.49236596122185,0.025egarch11c__normal__w1000_r5,asymmetric,0.0,0.0,1.0,0.05731969769112766,0.058059969663487705,65.0701064063595,0.026egarch11c__skewt__w1000_r5,asymmetric,0.0,0.0,1.0,0.12676295824348927,0.12805109167307901,84.21742704774795,0.027egarch11c__t__w1000_r5,asymmetric,0.0,0.0,1.0,0.08793815644457936,0.09103748538741266,78.13226730062259,0.028ewma094__normal__w1000_r5,baseline,0.0,0.0,1.0,0.0008512813365086913,0.0013175074101549038,2.6683065573868836,0.029fiaparch11__normal__w1000_r5,fractional,0.0179937068962915,0.0,1.0,1.4256988228298724,1.8146553606557039,260.26364690890216,0.017993706896291530fiaparch11__t__w1000_r5,fractional,0.009107896982847438,0.0,1.0,1.7031232082517818,1.9234930276703013,214.8649281018675,0.00910789698284743831fiegarch11__normal__w1000_r5,fractional,0.0005066368057629886,0.0,1.0,1.1711443125386722,1.5799063120346015,419.65657680570104,0.000506636805762988632fiegarch11__t__w1000_r5,fractional,0.028555053211842474,0.0,1.0,2.5964778852649033,2.9545115115278406,121.13466209545959,0.02855505321184247433figarch11__ged__w1000_r5,fractional,0.0,0.0,1.0,0.4566350937820971,0.5041340406659959,41.838609288495796,0.034figarch11__normal__w1000_r5,fractional,0.001484201331778263,0.0,1.0,0.9520932600134984,0.9235982982417029,112.98123570309653,0.00148420133177826335figarch11__skewt__w1000_r5,fractional,0.0,0.0,1.0,1.65255658357637,1.6534166133319874,169.6384450783648,0.036figarch11__t__w1000_r5,fractional,0.0,0.0,1.0,1.468600583204534,1.3901857874258796,162.15727110565007,0.037garch11__ged__w1000_r5,classical,0.0,0.021375927486359234,1.0,0.04275158350355923,0.04450594239554972,71.45929573050664,0.02137592748635923438garch11__normal__w1000_r5,classical,0.0,0.023164012037980117,1.0,0.026073978981003165,0.02726464078315499,60.54426265977438,0.02316401203798011739garch11__skewt__w1000_r5,classical,0.0,0.055894256872382,1.0,0.06820400018477812,0.06935781268162601,90.64535878854429,0.05589425687238240garch11__t__w1000_r5,classical,0.0,0.06994465388092268,1.0,0.04694433318218216,0.04759394219074228,81.41172949669343,0.0699446538809226841garch12__ged__w1000_r5,classical,0.0,0.021718174392804213,1.0,0.06022639601724222,0.06306824730802696,76.69939145132048,0.02171817439280421342garch12__normal__w1000_r5,classical,0.0,0.02392183834021658,1.0,0.039448291703592986,0.04118676436205671,66.91679836933776,0.0239218383402165843garch12__skewt__w1000_r5,classical,0.0,0.05792078009486918,1.0,0.09434424003120512,0.09752763899104663,95.4146513655161,0.0579207800948691844garch12__t__w1000_r5,classical,0.0,0.07286151518149181,1.0,0.0650538542540744,0.06656597461084553,86.30813201789827,0.0728615151814918145garch21__ged__w1000_r5,classical,0.0,0.02249039480884581,1.0,0.05991167720640078,0.06233803756493533,75.77475352238154,0.0224903948088458146garch21__normal__w1000_r5,classical,0.0,0.02289419589213445,1.0,0.03818192699691281,0.03989114158445293,65.09458847694492,0.0228941958921344547garch21__skewt__w1000_r5,classical,0.0,0.05804319479797789,1.0,0.09412579203490168,0.09584345986984566,94.84452335694712,0.0580431947979778948garch21__t__w1000_r5,classical,0.0,0.06873239326442357,1.0,0.0651440626825206,0.06672277601354483,85.03548751059058,0.0687323932644235749garch_midas__normal__w1000_r5,component,0.0029317481546867743,0.004093856421344563,1.0,0.10128404194256291,0.10881954593837422,82.28565105210808,0.00702560457603133850garch_midas__t__w1000_r5,component,0.0015943961532008475,0.0018701747086495631,1.0,0.13460454175947234,0.14439293991601082,92.69135953512604,0.003464570861850410651garchm11__ged__w1000_r5,classical,0.00013146402472428086,6.160290765724142e-05,1.0,0.026544406020548195,0.03066980358761891,68.66447446394575,0.000193066932381522352garchm11__normal__w1000_r5,classical,0.00021463211619167241,4.376750700280112e-05,1.0,0.0137314164894633,0.015392286878440176,52.639924578951664,0.0002583996231944735453garchm11__skewt__w1000_r5,classical,0.002013618506436564,0.0009235321516031646,1.0,0.0402366979396902,0.04341272947008095,80.99282053653812,0.00293715065803972954garchm11__t__w1000_r5,classical,4.376750700280112e-05,0.0007826524393501189,1.0,0.025026531016919762,0.0279489991344559,70.8330163168788,0.0008264199463529255garchx_rv11__normal__w1000_r5,realized,0.00030254580139149547,0.006133229983813886,1.0,0.056326458463445306,0.06084233241559854,126.8455260038975,0.00643577578520538156garchx_rv11__t__w1000_r5,realized,0.00021798729761566055,0.014266806510228528,1.0,0.08208215626655146,0.09585202815343226,157.35039932679595,0.01448479380784418857gas_t11__t__w1000_r5,score-driven,8.753501400560224e-05,0.0,1.0,0.01069567707600072,0.011805448335922699,48.57464889497105,8.753501400560224e-0558gjr11__ged__w1000_r5,asymmetric,0.0,0.021932319752191853,1.0,0.065576687164139,0.06747663571204407,83.26318618346752,0.02193231975219185359gjr11__normal__w1000_r5,asymmetric,0.0,0.02929192354058239,1.0,0.04205730254761875,0.043032790433569994,72.24510420290714,0.0292919235405823960gjr11__skewt__w1000_r5,asymmetric,0.0,0.04237137352430577,1.0,0.09813016670523211,0.10095330162854987,100.1862154132599,0.0423713735243057761gjr11__t__w1000_r5,asymmetric,0.0,0.04136071150299585,1.0,0.0707757500349544,0.07243573730937607,97.19274773313265,0.0413607115029958562har_rv__empirical__w1000_r5,realized,0.0,0.0,1.0,0.0010075310710817575,0.0016028941005488584,0.0,0.063heavy11__normal__w1000_r5,realized,0.0,0.0007313510552283207,1.0,0.029779353993944824,0.037725544108850276,83.65710909514256,0.000731351055228320764heavy11__t__w1000_r5,realized,8.488270753141114e-05,0.00034313102465185363,1.0,0.04860322905005887,0.0571310694572937,102.62247917537177,0.0004280137321832647465histvar22__empirical__w1000_r5,baseline,0.0,0.0,1.0,4.083034582436085e-06,6.250805460042583e-06,0.0,0.066histvar252__empirical__w1000_r5,baseline,0.0,0.0,1.0,4.082918167114258e-06,5.312724888629962e-06,0.0,0.067histvar66__empirical__w1000_r5,baseline,0.0,0.0,1.0,4.083558451384306e-06,6.543723739786557e-06,0.0,0.068hygarch11__normal__w1000_r5,fractional,0.007405996223434806,0.2578366266421479,1.0,1.0074992185109295,1.2545329436700203,162.81544064454414,0.265242622865582769hygarch11__t__w1000_r5,fractional,0.005412299049073566,0.37116056532174835,1.0,1.3458593747927807,1.4982769879820426,157.0130395217021,0.3765728643708219470igarch11__ged__w1000_r5,classical,0.0002617548046184617,0.0,1.0,0.006701083271764219,0.008243354294246911,40.69409301306349,0.000261754804618461771igarch11__normal__w1000_r5,classical,0.00017507002801120448,0.0,1.0,0.003151280980091542,0.003541216121884163,28.69001869846174,0.0001750700280112044872igarch11__skewt__w1000_r5,classical,0.0008555461441552375,0.0,1.0,0.011664770485367626,0.012712740936184833,45.963529383907044,0.000855546144155237573igarch11__t__w1000_r5,classical,0.00030535961158156404,4.376750700280112e-05,1.0,0.006139614328276366,0.006535419636313246,39.37639239946835,0.0003491271185843651774loghar_rv__empirical__w1000_r5,realized,0.0,0.0,1.0,0.001093812519684434,0.0017576141752190984,0.0,0.075msgarch2__normal__w1000_r5,regime-switching,0.001754126619549129,0.001957718778635863,0.9992739298961801,0.10619557270547375,0.11913152265767944,191.82114338622756,0.00371184539818499276msgarch2__t__w1000_r5,regime-switching,0.004410061137549391,0.0006431766376614753,0.9997031533410162,0.18477255228208378,0.20297003460034074,221.09611003557126,0.00505323777521086677nagarch11__ged__w1000_r5,asymmetric,0.00039067475546960574,0.0027870896364693355,1.0,0.02458525018300861,0.029787186524779113,59.934017411515796,0.003177764391938941478nagarch11__normal__w1000_r5,asymmetric,0.0010650738893506647,0.0023729721975302384,1.0,0.013706811994779855,0.01616511512992649,51.05153187909885,0.00343804608688090379nagarch11__skewt__w1000_r5,asymmetric,0.007254694646147026,0.001955928045807077,1.0,0.04021318722516298,0.044097676252620344,73.1156401562635,0.00921062269195410380nagarch11__t__w1000_r5,asymmetric,0.00025980142946858454,0.0020232841611298666,1.0,0.022526771237608045,0.026210006434578624,60.15878449817245,0.00228308559059845181qgarch11__ged__w1000_r5,asymmetric,0.00011849797155010044,0.0014909897203908631,1.0,0.02732887491583824,0.029759765271024377,70.83081963747127,0.001609487691940963782qgarch11__normal__w1000_r5,asymmetric,0.00034733644347418685,0.0012022326658237506,1.0,0.014379520725924522,0.015340261899842758,58.342428888703104,0.001549569109297937483qgarch11__skewt__w1000_r5,asymmetric,0.002974154778190346,0.00264026145371029,1.0,0.04163263546070084,0.04382199287941689,88.22207018659084,0.00561441623190063684qgarch11__t__w1000_r5,asymmetric,8.652207656755841e-05,0.0020829098511410175,1.0,0.025269979087170213,0.026674995644143377,72.30240512661828,0.00216943192770857685realegarch11__normal__w1000_r5,realized,0.06736793633200192,0.006860300299650536,1.0,0.26960554148536175,0.23159105670496175,2466.7567455547232,0.0742282366316524686realegarch11__t__w1000_r5,realized,0.1722793748575108,0.003370258063165526,1.0,0.36298543750308454,0.3132035112929517,2856.7375167477767,0.175649632920676387realgarch11__normal__w1000_r5,realized,0.0,0.000556011537862234,1.0,0.042486208432819694,0.05202196542755176,91.61305417062415,0.00055601153786223488realgarch11__t__w1000_r5,realized,0.0,0.0002626050420168067,1.0,0.07442428119247779,0.09428804166376152,146.92962639719767,0.000262605042016806789rm2006__normal__w1000_r5,baseline,0.0,0.0,1.0,0.002947250031866133,0.004326549505269423,2.6120322139661107,0.090rm_rw__empirical__w1000_r5,realized,0.0,0.0,1.0,2.584070898592472e-06,3.2773461500805552e-06,0.0,0.091stgarch11__normal__w1000_r5,regime-switching,0.0016095447890135488,0.004139341598572453,1.0,0.02700817649019882,0.02931078174331824,84.78397902358826,0.00574888638758600292stgarch11__t__w1000_r5,regime-switching,0.0013473042769236335,0.00816539504211461,1.0,0.04398909368319437,0.04770552771080344,101.81620564858605,0.00951269931903824393tarch11__ged__w1000_r5,asymmetric,0.0,0.0,1.0,0.06859816651558504,0.0701557395459216,80.64982610881323,0.094tarch11__normal__w1000_r5,asymmetric,0.00042365700728690055,0.0,1.0,0.04323869780637324,0.04570619479544708,72.2291955302308,0.0004236570072869005595tarch11__skewt__w1000_r5,asymmetric,0.0,0.0,1.0,0.09825277095660567,0.10444857592326541,97.35749785022082,0.096tarch11__t__w1000_r5,asymmetric,0.0,0.0,1.0,0.07204376050503924,0.0761336594404093,93.81480145631353,0.097