Table 5. The adjusted fitting and predictive R 2, Ljung-Box Q statistics and p values of three models.
Model | 1971–1993 | 1994–2012 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fitting | Predictive | Fitting | Predictive | |||||||||
adjusted R 2 | Q | P | adjusted R 2 | Q | P | adjusted R 2 | Q | P | adjusted R 2 | Q | P | |
GLM | 0.997 | 25.690 | 4.001×10–7 | 0.752 | 0.670 | 0.413 | 0.984 | 1.480 | 0.224 | 0.669 | 2.424 | 0.120 |
GAM | 0.959 | 0.099 | 0.753 | 0.799 | 3.712 | 0.054 | 0.818 | 0.258 | 0.611 | 0.756 | 2.358 | 0.125 |
PCRM | 0.468 | 9.533 | 0.002 | 0.665 | 1.727 | 0.189 | 0.525 | 2.399 | 0.121 | 0.574 | 3.199 | 0.074 |
GLM: generalized linear model.
GAM: generalized additive model.
PCRM: principal component regression model.
Q: Ljung-Box Q statist.