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Table 1 Simulation results

From: Autoregression as a means of assessing the strength of seasonality in a time series

Parameters (Std)
φ1 φ2 φ12 α = 0 α = 1 α = 2 α = 4
0 0 0 0.099 (0.041) 0.400 (0.070) 0.703 (0.051) 0.902 (0.020)
0.5 0 0 0.098 (0.040) 0.409 (0.070) 0.712 (0.049) 0.906 (0.019)
-0.9 0 0 0.103 (0.042) 0.396 (0.069) 0.698 (0.050) 0.899 (0.020)
0.5 -0.8 0 0.098 (0.039) 0.393 (0.065) 0.699 (0.044) 0.899 (0.017)
0 0 0.5 0.256 (0.088) 0.703 (0.064) 0.896 (0.026) 0.971 (0.007)
0 0 0.7 0.410 (0.114) 0.847 (0.043) 0.953 (0.014) 0.988 (0.004)
0 0 0.9 0.716 (0.101) 0.974 (0.009) 0.993 (0.002) 0.998 (0.001)
0.3 -0.2 0.3 0.171 (0.066) 0.602 (0.072) 0.847 (0.034) 0.957 (0.011)
0.3 -0.2 0.5 0.260 (0.095) 0.764 (0.060) 0.924 (0.021) 0.980 (0.006)
0.3 -0.2 0.7 0.470 (0.149) 0.934 (0.024) 0.982 (0.006) 0.995 (0.002)