Table 5.
Power Comparison for AR(1) Errors for (n = 60, T = 36) and (n = 84, T = 48)
δ | φ1 = 0 | φ1 = .25 | φ1 = .5 | φ1 = .75 |
---|---|---|---|---|
.000 | .050, .050 | .050, .050 | .050, .050 | .050, .050 |
.250 | .245, .306 | .186, .226 | .146, .170 | .124, .135 |
.500 | .604, .736 | .444, .555 | .321, .395 | .253, .288 |
.750 | .889, .961 | .729, .848 | .550, .664 | .431, .493 |
1.000 | .985, .998 | .914, .973 | .763, .867 | .624, .700 |
1.250 | .999, 1.000 | .983, .998 | .904, .964 | .790, .857 |
1.500 | 1.000, 1.000 | .998, 1.000 | .971, .994 | .903, .946 |
1.750 | 1.000, 1.000 | 1.000, 1.000 | .994, .999 | .963, .984 |
2.000 | 1.000, 1.000 | 1.000, 1.000 | .999, 1.000 | .989, .996 |
NOTE: The first entry in each column corresponds to (n = 60, T = 36) and the second (n = 84, T = 48).