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. Author manuscript; available in PMC: 2020 Dec 11.
Published in final edited form as: Stat Sin. 2019;29:1155–1180. doi: 10.5705/ss.202018.0005

Table 1:

Out-of-sample prediction comparison across models with different number of spatial factors.

qw CRSP RMSPE 95% Coverage 95% CI Width
3 0.85 1.61 95.82 6.14
5 0.67 1.28 95.43 4.79
8 0.45 0.83 94.78 3.10
10 0.45 0.83 94.84 3.10