Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 4
Means (standard deviations) of the number of basis functions.
| | | | | |
| | | | | | | BIC | 7.87 (1.38) | 8.85 (1.13) | 8.76 (1.24) | 8.82 (1.17) | | GIC | 8.06 (1.44) | 8.75 (1.27) | 8.84 (1.20) | 8.84 (1.24) | | BIC | 6.02 (0.14) | 6.15 (0.53) | 6.17 (0.37) | 6.21 (0.48) |
| | | | | | | BIC | 7.98 (1.31) | 8.83 (1.17) | 8.71 (1.30) | 8.71 (1.30) | | GIC | 8.01 (1.37) | 8.91 (1.18) | 8.67 (1.29) | 8.95 (1.20) | | BIC | 6.20 (0.50) | 6.22 (0.44) | 6.31 (0.60) | 6.35 (0.66) |
| | | | | | | BIC | 7.93 (1.33) | 8.18 (1.44) | 8.25 (1.48) | 8.20 (1.39) | | GIC | 8.11 (1.35) | 8.11 (1.52) | 8.39 (1.41) | 8.55 (1.37) | | BIC | 6.15 (0.66) | 6.22 (0.73) | 6.46 (1.03) | 6.93 (1.43) |
|
|
