Table 1 Simulation results
From: Autoregression as a means of assessing the strength of seasonality in a time series
Parameters |
| |||||
|---|---|---|---|---|---|---|
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) |
(Std)