Parameter | M1 | M2 | M2M | MZM | ALL |
---|---|---|---|---|---|
(a) Logged Series | |||||
Delay time | 25 | 23 | 24 | 25 | 24 |
Embedding dimension | 2 | 2 | 2 | 2 | 2 |
Threshold | 0.075 | 0.063 | 0.067 | 0.068 | 0.062 |
(b) Growth rate Series | |||||
Delay time | 2 | 2 | 3 | 2 | 3 |
Embedding dimension | 5 | 5 | 5 | 6 | 4 |
Threshold | 0.0055 | 0.004 | 0.0049 | 0.0054 | 0.0033 |