Figure 3.
Coverage rates, absolute errors, and bias for the parameter estimates for the frequentist and Bayesian AR(1), ARMA(1,1), and AR(1)+WN models across different values for ϕ.
Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.