Table 4.
Average difference in cross-validated mean square error between various models and a corresponding model without any predictors.
d score | m score | |||||||
---|---|---|---|---|---|---|---|---|
Lags | Predictors | 25 days | 30 days | 35 days | Predictors | 25 days | 30 days | 35 days |
1 | d | −1.1 (0.7) | −1.1 (0.5)* | −1.3 (0.5)* | m | −0.4 (0.2) | −0.5 (0.3) | −0.5 (0.4) |
1 | d, m | −0.9 (0.8) | −1.0 (0.5) | −1.1 (0.5)* | m, d | −0.2 (0.3) | −0.3 (0.3) | −0.4 (0.4) |
2 | d | −0.3 (1.3) | −0.9 (0.6) | −1.8 (0.5)* | m | −0.2 (0.2) | −0.4 (0.3) | −0.5 (0.4) |
2 | d, m | −0.0 (1.2) | −0.3 (0.7) | −1.5 (0.5)* | m, d | −0.0 (0.2) | −0.2 (0.3) | −0.3 (0.4) |
3 | d | −0.5 (1.0) | −0.2 (1.0) | −1.8 (0.6)* | m | −0.0 (0.2) | −0.1 (0.3) | −0.3 (0.4) |
3 | d, m | 1.0 (1.8) | 1.7 (2.2) | −0.9 (0.5) | m, d | 0.4 (0.4) | 0.3 (0.4) | −0.0 (0.5) |
: P < 0.05