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.