TSRM

TSNN

MSE

R2

AIC

SIC

HL

MSE

R2

AIC

SIC

2.998e19

0.672

0.665

3.250e19

3.510e19

2

1.285e19

0.859

0.856

1.338e19

1.445e19

5

1.272e19

0.861

0.858

1.324e19

1.431e19

10

1.032e19

0.887

0.885

1.074e19

1.160e19