Fig. 7From: A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?Effects of variables on forecast errors: \(\partial e_t | D_{ti} = 1 < 0\) and \(\text{Prob}(\partial e_t | D_{ti} = 1) < 0.10\). The blue color refers to PC and the red color to PLS (color figure online)Back to article page