Impulse Response Estimation on FRED-MD horizon h=2
0.079Point EstimateBase RSLP
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| Base RSLPSubspace size (k)=62026.03 | 0.079 | 0.326 | — | — | |
| Enhanced RSLPAdaptive subspace selection=true2026.03 | 0.055 | 0.381 | 17 | 2 |
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