. Author manuscript; available in PMC: 2023 Oct 1.

Published in final edited form as: Psychol Methods. 2020 Oct 1;27(5):856–873. doi: 10.1037/met0000357

Table 3.

Comparison of pdBEKK- and DCC-MGARCH Models and Fit Statistics

	Model	PSIS-LOO (s.e.)	Δ PSIS-LOO (s.e)
Individual 1	pdBEKK	−227.1 (17.8)	–
Individual 1	DCC	−238.4 (18.2)	11.3 (6.3)
Individual 6	pdBEKK	−268.7 (13.1)	–
Individual 6	DCC	−272.9 (14.6)	4.2 (4.5)

Note. The difference in the PSIS-LOO (Δ PSIS-LOO) is with respect to the previous model reported in the row above for the same individual. The Δ PSIS-LOO does not suggest relevant differences among both model specifications, neither in Individual 1 nor in Individual 6.