Table 1 In-sample forecasting errors of the estimated output

6.387840

0.312508

6.476969

0.001293

0.112766

0.049806

6.277977

0.387076

5.681334

0.000075

−0.677143

0.137717

7.013412

0.699505

6.665855

0.216918

−0.281396

0.108573

8.910463

0.205495

8.502822

0.000001

−0.410755

0.053742

9.935823

0.112135

9.812420

0.029700

−0.137180

0.019331

9.435423

0.185292

9.285486

0.000044

−0.177385

0.028263

5.179133

0.137655

4.855642

0.004081

−0.358681

0.078448

6.861352

0.175884

6.688479

0.196831

−0.152205

0.031346

5.431812

0.232009

5.288916

0.326272

−0.147441

0.064315

6.323547

0.122175

6.335195

0.024656

0.004204

0.017895

8.286292

0.105048

8.130700

0.030841

−0.176949

0.024052

9.147910

0.069685

9.064197

0.040835

−0.100626

0.016807

8.485364

0.315045

8.154482

0.007858

−0.388178

0.062181

9.257767

0.197613

9.021057

0.000027

−0.283094

0.039872

8.266818

0.368225

8.052862

0.136990

−0.274047

0.045789

7.397783

0.126611

7.345958

0.086626

−0.065330

0.024044

8.600601

0.274037

8.943430

0.002154

0.398542

0.054801

9.223180

0.096021

9.264224

0.000822

0.039870

0.011317

9.255457

0.298090

9.174487

0.047452

−0.132644

0.042559

9.383896

0.274129

9.225769

0.000884

−0.213132

0.041148

8.583331

0.313788

8.239241

0.002201

−0.404188

0.063751

7.578318

0.112803

7.307888

0.231641

−0.278283

0.042638

7.717590

0.050090

7.697480

0.010990

−0.031422

0.009977

10.293198

0.110411

10.113850

0.000002

−0.208833

0.023825

9.839345

0.097034

9.651247

0.040837

−0.215872

0.026614

8.583133

0.274716

8.420237

0.208009

−0.192502

0.025942

8.159620

0.079651

8.067058

0.028706

−0.107238

0.018165

5.821819

0.139585

5.670090

0.096731

−0.154815

0.039435

8.692577

0.119504

8.313626

0.146865

−0.408436

0.055637

6.308580

0.116929

6.249798

0.012305

−0.047938

0.020655

4.758786

0.499379

5.086768

0.451522

0.416610

0.168280

9.065914

0.266160

8.856970

0.106013

−0.267327

0.037896

7.028178

0.463498

6.780069

0.105582

−0.296482

0.070388

10.097889

0.395712

9.783757

0.180537

−0.375629

0.045789

9.660019

0.214611

9.530667

0.000714

−0.152640

0.028051

10.032803

0.509906

8.936335

0.000027

−1.229428

0.147180

8.028102

0.179294

7.889365

0.071925

−0.173321

0.028259

9.467018

0.321673

9.113597

0.093961

−0.395642

0.050498

7.322753

0.344819

6.808600

0.059709

−0.573756

0.105346

7.612142

0.367034

7.405184

0.111358

−0.279228

0.056933

7.626577

0.219598

7.359888

0.047962

−0.310638

0.050289

8.831879

0.177080

8.680299

0.064821

−0.181949

0.025262

8.509383

0.420159

8.504962

0.322716

−0.064855

0.019675

7.621232

0.120332

7.260127

0.206786

−0.389088

0.065912

8.081027

0.118887

8.092222

0.071850

−0.006324

0.010464

7.164935

0.193000

7.04079

0.11692

−0.153257

0.024560

7.752615

0.196951

7.65825

0.15712

−0.123279

0.017269