specification

regressors

Forecasting regressions

(1)

(2)

(3)

(4)

PC1

PC2

PC2

PC3

PC2

PC3

PC4

PC5

coefficients

0.11

5.63

5.63

14.15

5.63

14.15

15.19

-1.83

adj. R²

0.001

0.08

0.11

0.10