AIC准则

BIC准则

十折交叉验证

λ

0.00147

0.00683

0.01372

均方误差

0.00294

0.00304

0.00317

x1

0.20327

0.16019

0.19728

x2

0.05703

0

0

x3

−0.14282

−0.07341

−0.00005

x4

−0.06013

0

0

x5

−0.04359

0

0

x6

0.01722

0.02821

0.02858

x7

0.63982

0.70004

0.70345

x8

0

0

0

x9

−0.98506

−0.29352

0

x10

0.00000

0

0

x11

0.02356

0

0

x12

−0.23262

0

0

x13

0

0

0

x14

0.04058

0.04947

0.04944

x15

0.04632

0.02552

0.00288