Table 4 Pure VECM model (Series 4)
From: Semiparametric prediction models for variables related with energy production
Series 4 | MSPE(a) | MSPE(b) | MSPE(c) | |||
|---|---|---|---|---|---|---|
Lags | Var. 1 | Var. 2 | Var. 1 | Var. 2 | Var. 1 | Var. 2 |
1 | 6.9370 | 8.8101 | 0.3426 | 3.0539 | 0.2699 | 2.6542 |
2 | 16.8852 | 18.7127 | 2.9435 | 5.8296 | 2.8263 | 5.1088 |
3 | 25.5642 | 27.4790 | 7.1160 | 10.2645 | 6.9875 | 9.3126 |
10 | 47.1114 | 49.5927 | 23.1711 | 28.1485 | 21.3344 | 24.0975 |
20 | 51.5780 | 54.1854 | 33.4512 | 41.7827 | 25.4007 | 28.2645 |
30 | 54.3195 | 56.9187 | 46.7582 | 59.7599 | 28.0551 | 30.8976 |