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

Table 7

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

Weight function	The goodness of fit and prediction accuracy
		Lag = 13	Lag = 22	Lag = 23	Lag = 24	Lag = 37
MSFE	R^2	0.8328	0.8253	0.8206	0.8215	0.8333
	RMSE	0.5428	0.5270	0.5403	0.5611	0.5543
	MSFE	0.2946	0.2777	0.2920	0.3148	0.3073
DMSFE	R^2	0.8318	0.8256	0.8221	0.8248	0.8312
	RMSE	0.5472	0.5439	0.5548	0.5695	0.5549
	MSFE	0.2994	0.2958	0.3078	0.3244	0.3079
AIC	R^2	0.7791	0.7807	0.7695	0.7685	0.7398
	RMSE	0.5716	0.5184	0.5310	0.5297	0.5658
	MSFE	0.3267	0.2687	0.2820	0.2805	0.3202
BIC	R^2	0.7791	0.8463	0.8462	0.8464	0.7398
	RMSE	0.5716	0.6954	0.6979	0.6941	0.5658
	MSFE	0.3267	0.4836	0.4870	0.4818	0.3202
Equal weight	R^2	0.8339	0.8308	0.8261	0.8278	0.8383
	RMSE	0.5534	0.5514	0.5632	0.5799	0.5617
	MSFE	0.3062	0.3040	0.3172	0.3363	0.3155