Impulse Response Function Estimation on FRED-MD h=1
0.03Point EstimateBase RSLP
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| Base RSLPSubspace size (k)=62026.03 | 0.03 | 0.269 | — | — | |
| Enhanced RSLPAdaptive subspace selection=true2026.03 | 0.013 | 0.311 | 16 | 2 | |
| Base RSLPk=152026.03 | -0.101 | 0.187 | — | — | |
| Enhanced RSLPk selection=adaptive2026.03 | -0.163 | 0.242 | 29 | 5 |