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FDIC Banking Review |
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| Figure 2. Performance of SCOR over Time, Four- to Six-Month Horizon | ||
| Year | Type I Accuracy | Type II Accuracy |
|---|---|---|
| 1986 | 42.22 | 73.22 |
| 1987 | 38.36 | 57.02 |
| 1988 | 41.46 | 47.53 |
| 1989 | 43.17 | 48.48 |
| 1990 | 49.60 | 54.81 |
| 1991 | 33.93 | 55.60 |
| 1992 | 22.56 | 47.13 |
| 1993 | 15.81 | 21.39 |
| 1994 | 19.38 | 13.09 |
| 1995 | 17.59 | 12.42 |
| 1996 | 28.17 | 23.95 |
| 1997 | 28.04 | 19.23 |
| 1998 | 31.71 | 11.21 |
| 1999 | 33.05 | 12.91 |
| 2000 | 30.22 | 15.33 |
| 2001 | 28.57 | 17.95 |
| 2002 | 22.58 | 14.69 |
| Last Updated 9/11/2003 | Questions, Suggestions & Requests |
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