The display shows the active predictors at termination. The F-tests choose two predictors with optimal joint significance, BBB and CPF. These are not the predictors with the most significant individual t-statistics, AGE and CPF, in the full model M0. The RMSE of the reduced model, 0.0808, is comparable to the RMSE of M0, 0.0763. The slight increase is the price of parsimony.For comparison, we apply the procedure to the full set of differenced predictors (with AGE undifferenced) in MD1: