Table 14 Price by FVAR- FTrNest.

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

Mean dependent var

907.2744

S.D. dependent var

267.1708

Sum square resid

1,589,481

S.E. of regression

262.8838

R-square

0.836217

Adjusted R-square

0.871835

F(24, 23)

1.064393

P-value(F)

0.041710

MAPE

0.063558

Durbin-Watson

1.175196

  1. F-tests of zero restrictions:
  2. \({\text{All lags of TrPd}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,{\text{1}}.{\text{521 }}\left[ {0.0{\text{187}}0} \right].\)\({\text{All lags of TrPr}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,0.{\text{85331 }}\left[ {0.{\text{1}}0{\text{6}}00{\text{4}}} \right].\)\({\text{All vars, lag 12 F}}\left( {{\text{2, 23}}} \right)\,{\text{ = }}\,{\text{0}}{\text{.012846 }}\left[ {{\text{0}}{\text{.00872}}} \right].\).
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