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Table 1 AR independent model (Series 1)

From: Semiparametric prediction models for variables related with energy production

Series 1

MSPE(a)

MSPE(b)

MSPE(c)

Lags

Var. 1

Var. 2

Var. 1

Var. 2

Var. 1

Var. 2

1

0.1637

0.0134

0.0646

0.0103

0.0640

0.0102

2

0.1704

0.0135

0.0819

0.0107

0.0804

0.0105

3

0.1735

0.0134

0.0856

0.0129

0.0845

0.0127

10

0.1701

0.0134

0.1595

0.0137

0.1480

0.0135

20

0.1690

0.0134

0.2140

0.0141

0.1695

0.0135

30

0.1689

0.0134

0.2696

0.0147

0.1733

0.0135