Descriptive Statistics

Variable Obs Mean Std. Dev. Min Max

Historicalprices 32 .5 .508 0 1
Heterogenouesdata 32 .75 .44 0 1
Modelcomplexity 32 .5 .508 0 1
Dataquality 32 .5 .508 0 1
Forecastedprice 32 281.547 325.521 5.13 910.47
Actualprice 32 270.955 358.544 4.6 878.36
Accuracy 32 .733 .317 .067 .98

Descriptive Statistics
Variable Obs Mean Std. Dev. Min Max
Historicalprices 32 .5 .508 0 1
Modelcomplexity 32 .5 .508 0 1
Forecastedprice 32 281.547 325.521 5.13 910.47
Actualprice 32 270.955 358.544 4.6 878.36
Accuracy 32 .733 .317 .067 .98

Pairwise correlations
Variables (1) (2) (3) (4) (5)
(1) Historicalprices 1.000
(2) Modelcomplexity 0.000 1.000
(3) Forecastedprice 0.016 -0.004 1.000
(4) Actualprice 0.000 0.000 0.969* 1.000
(5) Accuracy 0.091 0.022 0.263 0.350* 1.000
*** p<0.01, ** p<0.05, * p<0.1

Linear regression
Accuracy Coef. St.Err. t-value p-value [95% Conf Interval] Sig
Historicalprices .057 .115 0.49 .626 -.179 .293
Modelcomplexity .014 .115 0.12 .907 -.222 .249
Constant .698 .1 6.99 0 .493 .902 ***

Mean dependent var 0.733 SD dependent var 0.317

R-squared 0.009 Number of obs 32
F-test 0.128 Prob > F 0.880
Akaike crit. (AIC) 21.946 Bayesian crit. (BIC) 26.343
*** p<.01, ** p<.05, * p<.1

Linear regression
Accuracy Coef. St.Err. t-value p-value [95% Conf Interval] Sig
Historicalprices .057 .068 0.84 .409 -.082 .196
Modelcomplexity .014 .068 0.20 .842 -.125 .153
Heterogenouesdat .341 .078 4.35 0 .18 .501 ***
a
Dataquality .418 .068 6.16 0 .279 .557 ***
Constant .233 .09 2.60 .015 .049 .417 **

Mean dependent var 0.733 SD dependent var 0.317

R-squared 0.681 Number of obs 32
F-test 14.424 Prob > F 0.000

1
Akaike crit. (AIC) -10.356 Bayesian crit. (BIC) -3.027
*** p<.01, ** p<.05, * p<.1

Descriptive Statistics
Variables Obs Mean Std. Min Max p1 p99 Skew. Kurt.
Dev.
Historicalprices 32 .5 .508 0 1 0 1 0 1
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Forecastedprice 32 281.547 325.521 5.13 910.47 5.13 910.47 1.088 2.478
Actualprice 32 270.955 358.544 4.6 878.36 4.6 878.36 1.111 2.303
Accuracy 32 .733 .317 .067 .98 .067 .98 -1.14 2.731

Descriptive Statistics
Variables Obs Mean Std. Min Max p1 p99 Skew. Kurt.
Dev.
Historicalprices 32 .5 .508 0 1 0 1 0 1
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Accuracy 32 .733 .317 .067 .98 .067 .98 -1.14 2.731

Descriptive Statistics
Variables Obs Mean Std. Min Max p1 p99 Skew. Kurt.
Dev.
Historicalprices 32 .5 .508 0 1 0 1 0 1
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Heterogenouesdata 32 .75 .44 0 1 0 1 -1.155 2.333
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Accuracy 32 .733 .317 .067 .98 .067 .98 -1.14 2.731

Descriptive Statistics
Variables Obs Mean Std. Min Max p1 p99 Skew. Kurt.
Dev.
Historicalprices 32 .5 .508 0 1 0 1 0 1
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Heterogenouesdata 32 .75 .44 0 1 0 1 -1.155 2.333
Modelcomplexity 32 .5 .508 0 1 0 1 0 1
Accuracy 32 .733 .317 .067 .98 .067 .98 -1.14 2.731