|
|
| Method | CS | AR(1) | ||||
| AMSE | Correct | Incorrect | AMSE | Correct | Incorrect | |||
| 60 | 15 | SGEE-QIF | 0.0062 | 12.0000 | 0 | 0.0066 | 12.0000 | 0 |
| SCAD | 0.0064 | 11.9020 | 0 | 0.0070 | 11.9280 | 0 | ||
| Lasso | 0.0067 | 11.8520 | 0 | 0.0074 | 11.9080 | 0 | ||
| 120 | 19 | SGEE-QIF | 0.0028 | 16.0000 | 0 | 0.0029 | 16.0000 | 0 |
| SCAD | 0.0028 | 16.0000 | 0 | 0.0030 | 16.0000 | 0 | ||
| Lasso | 0.0031 | 16.0000 | 0 | 0.0033 | 15.9980 | 0 | ||
