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Journal of Mathematics in Industry

Table 2 VAR(3) model (Series 2)

From: Semiparametric prediction models for variables related with energy production

Series 2

MSPE(a)

MSPE(b)

MSPE(c)

Lags

Var. 1

Var. 2

Var. 1

Var. 2

Var. 1

Var. 2

1

0.1689

0.2299

0.0709

0.0513

0.0644

0.0103

2

0.1965

0.2782

0.0950

0.0773

0.0842

0.0494

3

0.1963

0.2650

0.0979

0.1295

0.0852

0.0673

10

0.2066

0.2803

0.1898

0.2455

0.1794

0.2313

20

0.2101

0.2824

0.2060

0.2856

0.2058

0.2732

30

0.2114

0.2828

0.2103

0.2875

0.2106

0.2813

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