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. Author manuscript; available in PMC: 2023 Oct 1.
Published in final edited form as: Psychol Methods. 2020 Oct 1;27(5):856–873. doi: 10.1037/met0000357

Table A1.

pdBEKK(1,1)-MGARCH ARMA(1,1) Estimates for Two Individuals

Person 1 Person 6
Estimate CrI Estimate CrI
Median 5% 95% Median 5% 95%
ϕ 0;PA 41.41 35.16 47.6 44.04 38.23 49.71
ϕ 0;NA 23.09 15.83 30.24 28.92 24.69 32.43
ϕ PA 0.29 0.16 0.4 0.14 −0.08 0.33
ϕ PA,NA 0.57 −0.78 −0.37 0.40 −0.69 −0.06
ϕ NA,PA 0.38 −0.51 −0.25 0.11 −0.03 0.3
ϕ NA 0.51 0.29 0.68 −0.14 −0.4 0.1
θ PA −0.05 −0.23 0.15 0.32 0.07 0.55
θ NA 0.56 0.25 0.84 0.56 0.14 0.92
θ NA,PA 0.23 0.04 0.41 0.21 −0.37 −0.06
θ NA 0.33 −0.57 −0.03 0.25 0.03 0.49

Note. Posterior medians, 5% to 95% credible intervals (CrI) for three individuals. Parameters who’s posterior probability mass is above or below zero with p ≥ .95 are bolded. PA = Positive Affect, and NA = Negative Affect. ϕ0 contains the intercept terms and ϕ the AR parameters. θ captures the MA process.