Table A1
The NARX model parameters b and the confidence interval {b−; b−} with a probability of P = 95%.
| Term | b | b − | b − |
|---|---|---|---|
| (Intercept) | 0.06277539 | −0.07097901 | 0.14614361 |
| Dst(t − 5) | 0.04821709 | 0.02168318 | 0.08457906 |
| Dst(t − 4) | −0.00498567 | −0.06928210 | 0.03446675 |
| Dst(t − 3) | 0.07599911 | 0.03875983 | 0.14738881 |
| Dst(t − 2) | −0.47555687 | −0.54763898 | −0.44356382 |
| Dst(t − 1) | 1.28897030 | 1.26695640 | 1.33049600 |
| VBs(t − 5) | −0.00033561 | −0.00058067 | −0.00008639 |
| VBs(t − 4) | 0.00019865 | −0.00007244 | 0.00033247 |
| VBs(t − 3) | 0.00025180 | 0.00010445 | 0.00050581 |
| VBs(t − 2) | 0.00105244 | 0.00047903 | 0.00087840 |
| VBs(t − 1) | −0.00285495 | −0.00257170 | −0.00223099 |
| (DST(t − 5))2 | 0.00003581 | −0.00040117 | 0.00043135 |
| (VBs(t − 5))2 | 0.00000001 | −0.00000003 | 0.00000007 |
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