Table 7 Wilcoxon test: proposed algorithm vs. baseline for carbon price.

From: Shapley value-driven superior subset selection algorithm for carbon price interval forecast combination

 

Wilcoxon statistic

P value

Significance

HLN (0.05) [2]

137,192

6.5217e-08

(\(\alpha\)= 0.05, significant)

HLN (0.15,0.25) [2]

169,519

0.4382

(nonsignificant)

HLN (0.35) [2]

167,253

0.2714

(nonsignificant)

Encompassing test [7]

142,531

3.4939e-06

(\(\alpha\)= 0.05, significant)

MI [13]

116,403

1.6449e-16

(\(\alpha\)= 0.05, significant)

RRLS [14]

35,840

2.9706e-88

(\(\alpha\)= 0.05, significant)

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