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Simulated averages and standard errors of parameter estimates using the ARMA(1,1) model when the true covariance structure is ARMA(2,2) (No. simulations = 200).

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posted on 16.04.2010 by Ning Li, Timothy McMurry, Arthur Berg, Zhong Wang, Scott A. Berceli, Rongling Wu

Simulated averages and standard errors of parameter estimates using the ARMA(1,1) model when the true covariance structure is ARMA(2,2) (No. simulations = 200).

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