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. 2010 Apr 16;5(4):e9894. doi: 10.1371/journal.pone.0009894

Table 1. Simulated averages and standard errors of parameter estimates using the ARMA(2,2) model when the true covariance structure is ARMA(2,2) (No. simulations = 200).

Pattern
1 2 3
Proportion
Inline graphic 0.300/0.301(0.022) 0.500/0.497(0.027) 0.200/0.202(0.022)
Mean vector
Inline graphic 2.000/1.999(0.234) 2.050/2.032(0.183) 2.100/2.121(0.312)
Inline graphic 0.500/0.495(0.074) −0.400/−0.393(0.060) 0.600/0.606(0.115)
Inline graphic −0.800/−0.803(0.062) 0.700/0.697(0.063) −0.700/−0.713(0.105)
Inline graphic −0.500/−0.497(0.035) −0.600/−0.601(0.031) −0.500/−0.501(0.054)
Inline graphic 1.000/1.004(0.025) 1.100/1.099(0.026) 1.000/1.000(0.040)
Inline graphic 120.000/120.020(0.190) 135.000/134.992(0.197) 140.000/140.037(0.426)
Covariance
Inline graphic 1.300/1.300(0.016)
Inline graphic −0.400/−0.401(0.015)
Inline graphic 0.700/0.700(0.017)
Inline graphic 0.120/0.118(0.011)
Inline graphic 0.700/0.698(0.010)