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The MSPE and (Mean of tr(Vw)) of the SNCAR (A1) and CAR (A2) models relative to true exponential (A0) model
| δ0 | ϕ | SNCAR | CAR | ϕ | SNCAR | CAR | ϕ | SNCAR | CAR |
|---|---|---|---|---|---|---|---|---|---|
| 0.1 | 3 | 4.107 (2.195) |
22.92 (11.12) |
0.37 | 6.109 (3.578) |
13726 (7264) |
0.17 | 7.289 (4.694) |
49169 (31164) |
| 1.0 | 3 | 20.81 (2.073) |
43.45 (22.12) |
0.37 | 21.92 (3.090) |
32821 (19953) |
0.17 | 27.63 (4.722) |
259875 (156824) |
| 10.0 | 3 | 207.5 (1.970) |
637.8 (295.4) |
0.37 | 230.8 (3.445) |
12351120 (6841942) |
0.17 | 225.1 (4.647) |
95676 (49303) |
