Table 9  In-sample Prediction RMSFE Based on Monthly Real Estate Development Investment Completion Amount 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

0.0451

0.0403

0.0451

0.0043*

0.0146

0.0497

Rolling- Window

0.0432

0.0370

0.0432

0.0061

0.0157

0.0469

Recursive

0.0432

0.0375

0.0432

0.0047

0.0156

0.0461

2

Fixed- Window

0.1169

0.0363

0.1184

0.0231

0.0129*

0.0453

Rolling- Window

0.1122

0.0344

0.1127

0.0207

0.0139

0.0418

Recursive

0.1136

0.0341

0.1150

0.0212

0.0137

0.0415

3

Fixed- Window

0.1169

0.0562

0.1169

0.0244

0.0097

0.0024*

Rolling- Window

0.1102

0.0541

0.1102

0.0217

0.0100

0.0026

Recursive

0.1136

0.0535

0.1136

0.0225

0.0101

0.0026

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