. Author manuscript; available in PMC: 2022 Mar 16.

Published in final edited form as: Commun Stat Case Stud Data Anal Appl. 2021 Feb 26;7(3):315–343. doi: 10.1080/23737484.2021.1882356

Table 2.

Results from simulation study with bivariate AR(1) and bivariate MA(1) models.

Coefficients of AR(1)pair	Methods	Lag = 3		Lag = 7		Lag = 12
Coefficients of AR(1)pair	Methods	% c	±1	% c	±1	% c	±1

1	VG-O	99.6	0.0	100	0.0	99.2	0.0
vs.	VG-R	100	0.0	100	0.0	100	0.0
1	CC-O	70.3	3.2	66.9	2.4	68.1	4.9
	CC-R	100	0.0	100	0.0	100	0.0

1	VG-O	4.4	22.6	6.0	30.1	5.8	20.2
vs.	VG-R	100	0.0	100	0.0	100	0.0
−1	CC-O	6.0	18.5	5.6	16.9	3.7	18.5
	CC-R	100	0.0	100	0.0	100	0.0

Coefficients of MA(1)pair	Methods	Lag = 3		Lag = 7		Lag = 12
Coefficients of MA(1)pair	Methods	% c	±1	% c	±1	% c	±1

1	VG-O	100	0.0	100	0.0	100	0.0
vs.	VG-R	100	0.0	100	0.0	100	0.0
1	CC-O	100	0.0	100	0.0	100	0.0
	CC-R	100	0.0	100	0.0	100	0.0

1	VG-O	0.0	97.2	0.0	96.8	0.4	96.4
vs.	VG-R	100	0.0	100	0.0	100	0.0
−1	CC-O	0.0	100	0.0	100	0.0	100
	CC-R	100	0.0	100	0.0	100	0.0

p = 0.6 was used in generating each bivariate series.