Selected PCs in the one-step-ahead equation with 2 lags:

pc2 pc3 pc1 pc4 pc93 pc13 pc9 pc53 pc183 pc11 pc12 pc149 pc186 pc24

pc27 pc158 pc99 pc85 pc94 pc78 pc46 pc171 pc159 pc15 pc45 pc136 pc181 pc38

pc54 pc151 pc19 pc17 pc42 pc102 pc163 pc58 pc168 pc77 pc134 pc88 pc92 pc160

pc50 pc115 pc167 pc82 pc103 pc172 pc139 pc84 pc32 pc56 pc104 pc122 pc142 pc156

pc63 pc166 pc60 pc118 pc187 pc131 pc141 pc31 pc79 pc161 pc22 pc114 pc41 pc133

pc185 pc66 pc130 pc108 pc117 pc14 pc90 pc177 pc178 pc34 pc5 pc40 pc164 pc57

pc96 pc101 pc97 pc109 pc10 pc170 pc123 pc70 pc55

Selected PCs in the two-step-ahead equation with 7 lags

pc3 pc4 pc2 pc69 pc5 pc32 pc60 pc145 pc41 pc94 pc55 pc13 pc103 pc82

pc34 pc36 pc96 pc38 pc86 pc18 pc89 pc66 pc182 pc153 pc88