Table 1.
Parameter estimates for the predictive process (PP) and modified predictive process (MPP) models in the univariate simulation.
μ | σ2 | τ2 | RMSPE | |
---|---|---|---|---|
True | 1 | 1 | 1 | |
m = 49 | ||||
PP | 1.37 (0.29,2.61) | 1.37 (0.65,2.37) | 1.18 (1.07,1.23) | 1.21 |
MPP | 1.36 (0.51,2.39) | 1.04 (0.52,1.92) | 0.94 (0.68.1,14) | 1.20 |
m = 144 | ||||
PP 1.36 | (0.52,2.32) | 1.39 (0.76,2.44) | 1.09 (0.96, 1.24) | 1.17 |
MPP | 1.33 (0.50,2.24) | 1.14 (0.64,1.78) | 0.93 (0.76,1.22) | 1.17 |
m = 900 | ||||
PP | 1.31 (0.23, 2.55) | 1.12 (0.85,1.58) | 0.99 (0.85,1.16) | 1.17 |
MPP | 1.31 (0.23,2.63) | 1.04 (0.76,1.49) | 0.98 (0.87,1.21) | 1.17 |