Table 8 Price modelling by FVAR-FTNest.

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

Mean dependent var

893.9121

S.D. dependent var

241.9759

Sum square resid

1,641,832

S.E. of regression

267.1778

R-square

0.703396

Adjusted R-square

0.719148

F(24, 23)

0.047979

P-value(F)

0.001029

MAPE

0.160489

Durbin-Watson

2.023072

  1. F-tests of zero restrictions:
  2. \({\text{All lags of TPd}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,0.{\text{8}}0{\text{295 }}\left[ {0.0{\text{446}}} \right].\)\({\text{All lags of TPr}}\_{\text{est F}}\left( {{\text{12}},{\text{ 23}}} \right)\,=\,0.{\text{72881 }}\left[ {0.0{\text{1}}0{\text{4}}} \right].\)\({\text{All vars, lag 12 F}}\left( {{\text{2, 23}}} \right)\,{\text{ = }}\,{\text{1}}{\text{.4561 }}\left[ {{\text{0}}{\text{.0438}}} \right].\).
Back to article page