. Author manuscript; available in PMC: 2010 Nov 1.

Published in final edited form as: J Multivar Anal. 2009 Nov 1;100(10):2352–2363. doi: 10.1016/j.jmva.2009.04.015

Table 4.

Results for p = 10. Each row corresponds to n = 20, 50, 100. IU: independent uniform priors; BB: Barnard Beta priors. LL: log likelihood loss; SEL-P: squared error loss on Fisher's z-transformation of the partial autocorrelations; SEL-M: squared error loss on Fisher's z-transformation of the marginal correlations. Full: matrix with lag 1-3 partial autocorrelations equal to (.8, .4, .1) with the rest zero.

	LL		SEL-P		SEL-M
R	IU	BB	IU	BB	IU	BB
AR(.8)	1.50	1.90	1.42	1.56	1.55	2.27
	.72	.81	.68	.73	.64	.85
	.40	.44	.37	.40	.32	.41

AR(.6)	1.37	1.42	1.44	1.41	1.44	1.56
	.69	.71	.69	.69	.68	.72
	.40	.41	.39	.40	.36	.38

Full	1.61	2.08	1.45	1.63	2.15	3.56
	.74	.85	.69	.74	.66	.99
	.40	.44	.37	.39	.30	.40