Table 3 Model NPAR(1) with VAR(3) noise (Series 3)
From: Semiparametric prediction models for variables related with energy production
Series 3 | MSPE(a) | MSPE(b) | MSPE(c) | |||
|---|---|---|---|---|---|---|
Lags | Var. 1 | Var. 2 | Var. 1 | Var. 2 | Var. 1 | Var. 2 |
1 | 1.3530 | 1.0066 | 1.2277 | 0.9937 | 1.2281 | 0.9895 |
2 | 6.4228 | 6.8469 | 6.3825 | 6.8125 | 6.3962 | 6.8373 |
3 | 12.4008 | 14.9944 | 12.5475 | 15.0671 | 12.5544 | 15.0604 |
10 | 19.9809 | 19.8974 | 20.0418 | 20.0296 | 20.0456 | 20.0320 |
20 | 20.5862 | 20.0169 | 20.6387 | 20.1749 | 20.6455 | 20.1776 |
30 | 20.8909 | 19.6885 | 20.9619 | 19.8530 | 20.9679 | 19.8559 |