K2= # of additional regressors in the model with more regressors
Pi= P/R
P is the number of out-ofsample observations and R is the number of observations used to construct the first forecast.
K2= # of additional regressors in the model with more regressors
Pi= P/R
P is the number of out-ofsample observations and R is the number of observations used to construct the first forecast.