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 |