Figure 4

Models’ Performances Before and After the Inclusion of Google Trends Each box depicts the distribution of the R-square values from six cross-validation samples (as shown in Fig. 3). Model classes are denoted by PL (Pooled Regression); AR (Auto-regressive Regression); and FE (Fixed-effects Regression). Colors are differentiated by No.Goog (models without indicators from Google Trends); Goog.Lin (models include indicators from Google Trends as linear predictors); Goog.NL (models include indicators from Google Trends as predictors in nonlinear polynomials)