Research on the Influence of Volatility of International Energy Commodity Futures Market on CPI in China

Table 6

The goodness of fit and prediction accuracy of RJ/CRB and coal.

Weight function	The goodness of fit and prediction accuracy
		Lag = 13	Lag = 22	Lag = 36
MSFE	R^2	0.8389	0.8303	0.8320
	RMSE	0.5346	0.5644	0.5552
	MSFE	0.2858	0.3186	0.3083
DMSFE	R^2	0.8373	0.8315	0.8273
	RMSE	0.5359	0.5691	0.5539
	MSFE	0.2872	0.3238	0.3068
AIC	R^2	0.7736	0.7681	0.8225
	RMSE	0.5821	0.5585	0.5346
	MSFE	0.3388	0.3120	0.2858
BIC	R^2	0.7736	0.7977	0.8225
	RMSE	0.5821	0.5472	0.5346
	MSFE	0.3388	0.2995	0.2858
Equal weight	R^2	0.8380	0.8338	0.8387
	RMSE	0.5353	0.5757	0.5597
	MSFE	0.2865	0.3314	0.3133