|
|
| Method | CS.AR(1) | AR(1).CS | ||||
| AMSE | Correct | Incorrect | AMSE | Correct | Incorrect | |||
| 60 | 15 | SGEE-QIF | 0.0083 | 12.0000 | 0 | 0.0094 | 12.0000 | 0 |
| SCAD | 0.0087 | 11.8040 | 0 | 0.0094 | 11.9180 | 0 | ||
| Lasso | 0.0092 | 11.7140 | 0 | 0.0099 | 11.8560 | 0 | ||
| 120 | 19 | SGEE-QIF | 0.0035 | 16.0000 | 0 | 0.0043 | 16.0000 | 0 |
| SCAD | 0.0035 | 15.9960 | 0 | 0.0043 | 15.9980 | 0 | ||
| Lasso | 0.0038 | 15.9880 | 0 | 0.0046 | 15.9960 | 0 | ||
