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