Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 5
Means (standard deviations) of the deviations of basis functions.
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| | | | | | BIC | 0.10 (0.02) | 0.10 (0.02) | 0.10 (0.02) | 0.10 (0.02) | GIC | 0.11 (0.03) | 0.10 (0.03) | 0.10 (0.03) | 0.10 (0.03) | BIC | 0.14 (0.02) | 0.18 (0.03) | 0.16 (0.03) | 0.16 (0.03) |
| | | | | | BIC | 0.10 (0.02) | 0.09 (0.02) | 0.09 (0.02) | 0.09 (0.03) | GIC | 0.11 (0.03) | 0.09 (0.02) | 0.10 (0.03) | 0.09 (0.02) | BIC | 0.15 (0.02) | 0.15 (0.04) | 0.15 (0.03) | 0.13 (0.03) |
| | | | | | BIC | 0.10 (0.02) | 0.11 (0.03) | 0.11 (0.03) | 0.10 (0.03) | GIC | 0.11 (0.03) | 0.12 (0.04) | 0.11 (0.04) | 0.10 (0.03) | BIC | 0.15 (0.03) | 0.17 (0.02) | 0.16 (0.03) | 0.14 (0.04) |
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