Table 6 In-sample Prediction RMSFE Based on Daily-frequency Weibo Sentiment Index Modeling.

From: Research on sentiment index and real estate demand forecasting based on BERT-BiLSTM and ADL-MIDAS models

Forecast Periods

Estimation Method

Beta

BetaNN

ExpAlmon

UMIDAS

StepF

Almon

1

Fixed- Window

0.1011

0.0990

0.0771

0.0235*

0.0597

0.1117

Rolling-Window

0.0931

0.0916

0.0727

0.0330

0.0705

0.1091

Recursive

0.0933

0.0917

0.0728

0.0267

0.0690

0.1090

2

Fixed- Window

0.0775

0.0611

0.0848

0.0171

0.1129

0.0823

Rolling- Window

0.0741

0.0582

0.0805

0.0264

0.1091

0.0786

Recursive

0.0742

0.0579

0.0805

0.0158*

0.1137

0.0786

3

Fixed- Window

0.0757

0.0766

0.0844

0.0735

0.0486

0.0815

Rolling- Window

0.0707

0.0714

0.0794

0.0617

0.0495

0.0769

Recursive

0.0708

0.0711

0.0794

0.0743

0.0470*

0.0769

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