Page 153 - Contributed Paper Session (CPS) - Volume 5

CPS1159 Philip Hans Franses et al.
0 2 0.5 0.5 0.004 (0.180) 1.758 (0.146)
0 2 0.5 2.0 0.004 (0.200) 1.436 (0.158)
0 2 2.0 0.5 0.003 (0.190) 1.770 (0.164)
0 2 2.0 2.0 0.004 (0.210) 1.444 (0.174)

5 -2 0.5 0.5 5.002 (0.158) -1.926 (0.126)
5 -2 0.5 2.0 5.001 (0.175) -1.914 (0.128)
5 -2 2.0 0.5 5.001 (0.175) -1.914 (0.148)
5 -2 2.0 2.0 5.001 (0.190) -1.637 (0.141)

5 0 0.5 0.5 5.003 (0.161) -0.084 (0.129)
5 0 0.5 2.0 5.003 (0.162) -0.104 (0.122)
5 0 2.0 0.5 5.002 (0.175) -0.072 (0.153)
5 0 2.0 2.0 5.002 (0.175) -0.096 (0.141)

5 2 0.5 0.5 5.004 (0.176) 1.758 (0.148)
5 2 0.5 2.0 5.004 (0.197) 1.436 (0.161)
5 2 2.0 0.5 5.003 (0.191) 1.770 (0.165)
5 2 2.0 2.0 5.004 (0.211) 1.444 (0.185)

Table 7: Symbolic regression results. Bootstrapped standard errors are in
parentheses.
Forecast origin ß0 ß1 p value Wald test

January, year t-1 2.879 (2.448) -0.141 (0.762) 0.032
February, year t-1 3.041 (2.014) -0.206 (0.648) 0.028
March, year t-1 2.689 (2.122) -0.080 (0.658) 0.021
April, year t-1 2.683 (2.090) -0.076 (0.659) 0.033
May, year t-1 2.147 (2.231) 0.118 (0.734) 0.055
June, year t-1 1.773 (2.485) 0.250 (0.786) 0.108
July, year t-1 0.649 (2.927) 0.655 (0.956) 0.394
August, year t-1 -0.104 (2.640) 0.941 (0.893) 0.703
September, year t-1 0.554 (2.682) 0.703 (0.959) 0.749
October, year t-1 -0.459 (1.417) 1.148 (0.502) 0.944
November, year t-1 -0.412 (1.395) 1.156 (0.501) 0.951
December, year t-1 -0.324 (0.889) 1.131 (0.318) 0.915

January, year t -0.000 (0.812) 0.999 (0.269) 1.000
February, year t -0.167 (0.559) 1.043 (0.188) 0.951
March, year t 0.052 (0.429) 0.987 (0.146) 0.992
April, year t -0.087 (0.420) 1.016 (0.141) 0.966
May, year t -0.009 (0.403) 0.976 (0.130) 0.880
June, year t -0.075 (0.386) 0.990 (0.127) 0.789
July, year t -0.142 (0.331) 1.025 (0.106) 0.856
August, year t -0.068 (0.332) 1.011 (0.118) 0.956
September, year t -0.077 (0.317) 1.000 (0.107) 0.855
October, year t -0.057 (0.291) 1.011 (0.109) 0.965
November, year t -0.095 (0.276) 1.024 (0.105) 0.923
December, year t -0.087 (0.219) 1.006 (0.081) 0.760

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