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

Table 8

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

Weight function	The goodness of fit and prediction accuracy
		Lag = 13	Lag = 20	Lag = 22	Lag = 24
MSFE	R^2	0.8408	0.8260	0.8240	0.8254
	RMSE	0.5455	0.5385	0.5322	0.5594
	MSFE	0.2975	0.2900	0.2833	0.3130
DMSFE	R^2	0.8374	0.8231	0.8231	0.8280
	RMSE	0.5535	0.5589	0.5537	0.5645
	MSFE	0.3063	0.3124	0.3066	0.3187
AIC	R^2	0.7673	0.7530	0.7578	0.7516
	RMSE	0.5824	0.5617	0.5523	0.5631
	MSFE	0.3391	0.3155	0.3050	0.3171
BIC	R^2	0.7673	0.7579	0.7583	0.7996
	RMSE	0.5824	0.5636	0.5524	0.5669
	MSFE	0.3391	0.3177	0.3052	0.3214
Equal weight	R^2	0.8402	0.8291	0.8298	0.8289
	RMSE	0.5582	0.5568	0.5483	0.5696
	MSFE	0.3116	0.3100	0.3007	0.3244