Table 10.
Output of forecasting the encompassing test
Predictor | Coefficient | T value | Predictor | Coefficient | T value |
---|---|---|---|---|---|
Intercept | 0.00** | 3.028 | Intercept | 0.00 | 1.331 |
No predictor | −1.12 | −1.108 | No predictor | −0.31 | −0.460 |
GB | 0.61*** | 4.815 | GB | 0.29*** | 4.031 |
RE | −0.17 | −1.472 | RE | −0.19* | −1.750 |
OVX | −0.05 | −0.417 | OVX | 0.04 | 0.339 |
SOE | −0.03 | −1.508 | SOE | −0.06*** | −4.108 |
Green | 0.70* | 1.766 | Green | 0.31* | 1.680 |
CVI | 0.05 | 1.161 | CVI | 0.06 | 1.303 |
Adj. R squared | 0.77 | Adj. R squared | 0.88 |