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Estimated Quantiles of the ARMA(1,5) Distribution
|
σ-equivalent |
|||||
|---|---|---|---|---|---|
| Est. | 4 | 4.25 | 4.5 | 4.75 | 5 |
| k̄ | 3.5059 | 3.6546 | 3.7996 | 3.9377 | 4.0708 |
| s(k) | 0.0087 | 0.0138 | 0.0229 | 0.0364 | 0.0617 |
NOTE: “σ-equivalent” refers to the equivalence of the quantiles with the quantiles of the normal distribution that are 4, 4.25, 4.5, 4.75, and 5 standard deviations above the mean. k̄ is the mean and s(k) is the standard deviation of the 100 estimates of k.
