$R_{OOS}^2$

MSFE

MSFE_adj

VAR

0.0177

2.8299e⁻⁴

1.4516*

Pork

0.0161

2.8344e⁻⁴

1.6106*

WTI

−0.0037

2.8915e⁻⁴

1.4929

Wheat

−0.0159

2.9265e⁻⁴

0.9994

Cornstrach

−0.0193

2.9363e⁻⁴

0.9064

Soybean

0.0177

2.8297e⁻⁴

1.4257*