Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 6
Means (standard deviations) of the number of parameters excluded.
| | | | | | |
| | | | | | | | PLS + HT | BIC | 7.715 (0.915) | 6.910 (1.087) | 7.300 (1.364) | 6.888 (1.343) | | GIC | 8.345 (1.568) | 7.404 (1.850) | 7.620 (1.715) | 7.337 (1.598) | | BIC | 4.950 (0.419) | 5.020 (0.502) | 5.070 (0.492) | 5.092 (0.421) |
| | | | | | | | PLS + HT | BIC | 7.506 (0.784) | 7.334 (1.251) | 5.698 (0.772) | 5.460 (0.700) | | GIC | 7.916 (1.239) | 7.718 (1.435) | 5.906 (0.919) | 5.740 (0.866) | | BIC | 4.990 (0.184) | 5.076 (0.332) | 5.092 (0.316) | 5.086 (0.327) |
| | | | | | | | PLS + HT | BIC | 7.062 (0.723) | 5.594 (0.744) | 5.544 (0.736) | 5.460 (0.702) | | GIC | 7.450 (1.116) | 5.764 (0.847) | 5.656 (0.864) | 5.586 (0.802) | | BIC | 5.008 (0.109) | 5.152 (0.359) | 5.162 (0.385) | 5.086 (0.356) |
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