Direction

Coefficient of size

Mean prediction error

“X axis”

α = 0.2, β = 0.03, γ = 0.03

1.53%

α = 0.03, β = 0.2, γ = 0.03

2.44%

α = 0.03, β = 0.03, γ = 0.2

1.84%

“Y axis”

α = 0.2, β = 0.11, γ = 0.11

3.11%

α = 0.11, β = 0.2, γ = 0.11

3.34%

α = 0.11, β = 0.11, γ = 0.2

3.39%