Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 9
Percentage of times
is estimated as zero.
| | | | | | | |
| | | | | | | | | BIC | 0.84 | 0.83 | 0.82 | 0.83 | 0.82 | | GIC | 0.87 | 0.85 | 0.87 | 0.86 | 0.83 | | BIC | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.83 | 0.83 | 0.84 | 0.83 | 0.83 | | GIC | 0.86 | 0.86 | 0.86 | 0.89 | 0.87 | | BIC | 0.99 | 0.99 | 0.99 | 0.99 | 0.98 |
| | | | | | | | | BIC | 0.95 | 0.93 | 0.94 | 0.94 | 0.93 | | GIC | 0.94 | 0.94 | 0.93 | 0.94 | 0.95 | | BIC | 0.99 | 0.99 | 1.00 | 1.00 | 0.99 |
| | | | | | | | | BIC | 0.96 | 0.96 | 0.95 | 0.95 | 0.97 | | GIC | 0.94 | 0.93 | 0.95 | 0.94 | 0.96 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.83 | 0.83 | 0.84 | 0.82 | 0.82 | | GIC | 0.85 | 0.84 | 0.85 | 0.84 | 0.84 | | BIC | 1.00 | 0.99 | 1.00 | 0.99 | 1.00 |
| | | | | | | | | BIC | 0.83 | 0.84 | 0.83 | 0.82 | 0.85 | | GIC | 0.87 | 0.85 | 0.88 | 0.85 | 0.85 | | BIC | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
| | | | | | | | | BIC | 0.95 | 0.93 | 0.95 | 0.95 | 0.94 | | GIC | 0.96 | 0.95 | 0.94 | 0.96 | 0.95 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.96 | 0.95 | 0.95 | 0.95 | 0.95 | | GIC | 0.93 | 0.94 | 0.94 | 0.92 | 0.92 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.92 | 0.93 | 0.92 | 0.91 | 0.94 | | GIC | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 |
| | | | | | | | | BIC | 0.95 | 0.94 | 0.94 | 0.95 | 0.93 | | GIC | 0.94 | 0.94 | 0.94 | 0.94 | 0.93 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.97 | 0.95 | 0.95 | 0.96 | 0.95 | | GIC | 0.96 | 0.95 | 0.95 | 0.94 | 0.95 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| | | | | | | | | BIC | 0.96 | 0.94 | 0.95 | 0.95 | 0.93 | | GIC | 0.93 | 0.93 | 0.93 | 0.94 | 0.94 | | BIC | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
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