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The MSPE and (mean tr(Vw)) of the SNCAR (A1) and exponential (A2) models relative to true CAR (A0) model
| δ0 | ρ | SNCAR | Exp | ρ | SNCAR | Exp | ρ | SNCAR | Exp |
|---|---|---|---|---|---|---|---|---|---|
| 0.1 | 0.3 | 0.926 (0.531) |
1.076 (0.348) |
0.5 | 0.982 (0.560) |
1.209 (0.394) |
0.9 | 1.438 (0.755) |
4.974 (2.225) |
| 1.0 | 0.3 | 4.252 (0.525) |
10.26 (3.341) |
0.5 | 4.192 (0.561) |
10.272 (3.429) |
0.9 | 7.371 (0.758) |
71.63 (34.12) |
| 10.0 | 0.3 | 38.25 (0.557) |
94.08 (32.69) |
0.5 | 40.28 (0.558) |
110.97 (34.95) |
0.9 | 63.99 (0.759) |
223.3 (86.70) |
