Table 13 Production by FVAR- FTrNest.

From: Enhanced forecasting of rice price and production in Malaysia using novel multivariate fuzzy time series models

Mean dependent var

5.132850

S.D. dependent var

3.106988

Sum square resid

231.8016

S.E. of regression

3.174639

R-square

0.819096

Adjusted R-square

0.844022

F(24, 23)

0.917426

P-value(F)

0.003015

MAPE

0.084430

Durbin-Watson

1.022637

  1. F-tests of zero restrictions:
  2. \({\text{All lags of TrPd}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,{\text{1}}.{\text{4556 }}\left[ {0.0{\text{4118}}} \right].\)\({\text{All lags of TrPr}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,0.{\text{84599 }}\left[ {0.0{\text{4968}}} \right].\)\({\text{All vars, lag 12 F}}\left( {{\text{2, 23}}} \right)\,{\text{ = }}\,{\text{2}}{\text{.2751 }}\left[ {{\text{0}}{\text{.0460}}} \right].\).
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