Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 7
Means (stnadard deviations) of the number of basis functions excluded.
| | | | | |
| | | | | | | BIC | 3.52 (2.29) | 4.21 (2.23) | 3.98 (1.60) | 3.96 (1.49) | | GIC | 3.74 (2.15) | 4.40 (1.90) | 4.18 (1.51) | 4.26 (1.46) | | BIC | 1.03 (0.22) | 1.20 (0.60) | 1.28 (0.54) | 1.24 (0.49) |
| | | | | | | BIC | 3.35 (2.19) | 4.49 (2.04) | 3.78 (1.58) | 3.95 (1.60) | | GIC | 3.67 (2.15) | 4.62 (1.84) | 3.91 (1.53) | 4.30 (1.60) | | BIC | 1.06 (0.31) | 1.78 (0.96) | 1.31 (0.60) | 1.36 (0.66) |
| | | | | | | BIC | 3.64 (2.13) | 3.26 (1.71) | 3.26 (1.71) | 3.61 (1.60) | | GIC | 3.86 (2.02) | 3.43 (1.81) | 3.65 (1.69) | 3.89 (1.76) | | BIC | 1.12 (0.34) | 1.23 (0.75) | 1.46 (1.03) | 1.93 (1.44) |
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