Table 2.
The average MISE and AVSE results of the four different estimation methods over 100 repetitions for the Lotka-Volterra model.
| MISE Results | ||||||||||||||
| ℱa | ℱb | ℱc | ℱd | H | L | |||||||||
| BIC | 0.0003 | 0.0004 | 0.0001 | 0.0001 | 0.0003 | 0.0004 | 0.0003 | 0.0003 | 0.0686 | 0.2256 | ||||
| AIC | 0.0003 | 0.0005 | 0.0003 | 0.0003 | 0.0004 | 0.0005 | 0.0005 | 0.0006 | 0.0753 | 0.3286 | ||||
| GCV | 0.0004 | 0.0004 | 0.0004 | 0.0004 | 0.0005 | 0.0005 | 0.0005 | 0.0006 | 0.0769 | 0.3379 | ||||
| Method II | 2.0791 | 0.0243 | 0.2595 | 0.0111 | 0.1354 | 0.0021 | 0.0091 | 0.0014 | 0.7312 | 2.4234 | ||||
| Method III | 15.092 | 6.2885 | 0.6572 | 0.3224 | 1.6878 | 0.8086 | 0.1592 | 0.1568 | 67.461 | 319.75 | ||||
| Method IV | 0.0020 | 0.0172 | 0.0005 | 0.0105 | 0.0010 | 0.0018 | 0.0004 | 0.0049 | 1.1003 | 4.1468 | ||||
| AVSE Results | ||||||||||||||
| ℱa | ℱb | ℱc | ℱd | H | L | |||||||||
| BIC | 0.0012 | 0.0032 | 0.0013 | 0.0032 | 0.0012 | 0.0035 | 0.0013 | 0.0037 | 0.0095 | 0.0239 | ||||
| AIC | 0.0013 | 0.0033 | 0.0013 | 0.0033 | 0.0012 | 0.0035 | 0.0013 | 0.0039 | 0.0096 | 0.0243 | ||||
| GCV | 0.0012 | 0.0032 | 0.0015 | 0.0032 | 0.0013 | 0.0038 | 0.0014 | 0.0036 | 0.0098 | 0.0241 | ||||
| Method II | 0.3178 | 0.0563 | 0.0974 | 0.0424 | 0.0496 | 0.0137 | 0.0139 | 0.0113 | 0.1648 | 0.2645 | ||||
| Method III | 0.9365 | 0.9365 | 0.2106 | 0.2106 | 0.3479 | 0.3479 | 0.1043 | 0.1043 | 0.9214 | 1.6795 | ||||
| Method IV | 0.0124 | 0.0440 | 0.0063 | 0.0309 | 0.0085 | 0.0162 | 0.0056 | 0.0200 | 0.1963 | 0.3553 | ||||