Model and Variable Selection Procedures for Semiparametric Time Series Regression

Figure 2

Application data-set: (a): 𝑦_𝑖=log(the annual per capita consumption of spirits); (b): 𝑥_𝑖1=log(per capita income); (c): 𝑥_𝑖2=log(price of spirits).

(a)

(b)

(c)