“…The obtained Bayes R-squared are relatively similar among the three models: 0.491, 0.505, and 0.439 for Copenhagen, Montreal, and Paris, respectively, when keeping only the fixed effects, and 0.507, 0.516, and 0.441, respectively, with the random effects. To measure the temporal dependence of the residuals' models, we calculated the autocorrelation function (ACF) index [32]. The obtained values suggest there is no temporal dependency in the residuals for the Copenhagen model (ACF at lag 2 = −0.024, lag 3 = 0.023, lag 4 = 0.063), Montreal model (ACF at lag 2 = −0.031, lag 3 = 0.006, lag 4 = 0.045), and Paris model (ACF at lag 2 = −0.016, lag 3 = 0.016, lag 4 = 0.002).…”