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. 2021 Apr 24;49(5):1323–1347. doi: 10.1080/02664763.2021.1913103

Table 3.

Empirical mean, median, SE, SD, LCL and UCL for the indicated values of n, λ (negative) and SNAR model parameters with simulated data.

    n = 250 n = 500 n = 1000
    SNAR(1) SNAR(2) SNAR(3) SNAR(4) SNAR(1) SNAR(2) SNAR(3) SNAR(4) SNAR(1) SNAR(2) SNAR(3) SNAR(4)
ϕ1 True value 0.7 1.2 1.2 1.2 0.7 1.2 1.2 1.2 0.7 1.2 1.2 1.2
  Mean 0.699615 1.198326 1.213548 1.200235 0.698168 1.199453 1.213583 1.194775 0.69886 1.199512 1.213028 1.196481
  Median 0.700765 1.1989 1.2127 1.2024 0.6988 1.19995 1.2155 1.19435 0.699925 1.20025 1.2146 1.1969
  SE (mean) 0.002322 0.002083 0.002679 0.002843 0.001554 0.001488 0.001859 0.002051 0.001096 0.001054 0.001311 0.001428
  SD 0.03671 0.032928 0.04236 0.04496 0.034755 0.033281 0.041571 0.045863 0.034671 0.033315 0.041462 0.045151
  LCL (mean) 0.695042 1.194224 1.208271 1.194634 0.695114 1.196529 1.20993 1.190745 0.696709 1.197445 1.210455 1.19368
  UCL (mean) 0.704188 1.202428 1.218824 1.205835 0.701222 1.202377 1.217235 1.198805 0.701012 1.201579 1.215601 1.199283
ϕ2 True value 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7
  Mean 0.69775 0.70746 0.7051 0.69979 0.70653 0.69861 0.69895 0.7058 0.69989
  Median 0.69962 0.71058 0.70333 0.70102 0.70822 0.69693 0.7009 0.70752 0.69955
  SE (mean) 0.002081 0.003723 0.004271 0.001492 0.002612 0.003114 0.001035 0.001872 0.00215
  SD 0.032898 0.058872 0.067529 0.033372 0.058415 0.069637 0.032721 0.059192 0.067987
  LCL (mean) 0.70184 0.71479 0.71351 −0.70272 −0.71166 −0.70473 −0.70098 −0.70948 −0.70411
  UCL (mean) 0.69365 0.70013 0.69668 0.69685 0.7014 0.69249 0.69692 0.70213 0.69568
ϕ3 True value 0.3 0.3 0.3 0.3 0.3 0.3
  Mean 0.315807 0.303356 0.314438 0.297795 0.313783 0.299921
  Median 0.314665 0.310225 0.313535 0.298625 0.313285 0.301375
  SE (Mean) 0.002738 0.004257 0.001815 0.00305 0.001343 0.00212
  SD 0.043287 0.067311 0.04059 0.068199 0.042484 0.067036
  LCL (mean) 0.310415 0.294972 0.310872 0.291802 0.311147 0.295761
  UCL (mean) 0.321199 0.311741 0.318005 0.303787 0.31642 0.30408
ϕ4 True value 0.1 0.1 0.1
  Mean 0.092073 0.094778 0.092742
  Median 0.087778 0.09487 0.091923
  SE (mean) 0.00276 0.001907 0.001365
  SD 0.043637 0.042643 0.043178
  LCL (mean) 0.086638 0.091032 0.090063
  UCL (mean) 0.097509 0.098525 0.095422
σ True value 1 1 1 1 1 1 1 1 1 1 1 1
  Mean 0.996724 0.957133 0.995972 0.993711 0.998946 0.95831 0.993768 0.994974 0.997188 0.961357 0.99203 0.992205
  Median 0.983695 0.957005 0.91776 0.99086 0.984435 0.95706 0.921825 0.98631 0.98663 0.962865 0.92203 0.986255
  SE (mean) 0.00691 0.003752 0.003562 0.004166 0.005794 0.002725 0.002538 0.003573 0.003678 0.002016 0.001811 0.002348
  SD 0.109252 0.059324 0.056327 0.065878 0.129558 0.060922 0.056746 0.0799 0.116302 0.063755 0.057266 0.074242
  LCL (mean) 0.983115 0.949743 0.988955 0.985505 0.987562 0.952957 0.988692 0.987953 0.989971 0.957401 0.988476 0.987598
  UCL (mean) 1.010333 0.964523 1.022988 1.001917 1.010329 0.963663 0.998844 1.001994 1.004405 0.965314 0.995584 0.996812
λ True value −0.1 −0.2 −0.15 −0.05 −0.1 −0.2 −0.15 −0.05 −0.1 −0.2 −0.15 −0.05
  Mean −0.10255 −0.19768 −0.14649 −0.05109 −0.10439 −0.19926 −0.14716 −0.05493 −0.1004 −0.19903 −0.14841 −0.05039
  Median −0.08814 −0.19579 −0.15483 −0.03529 −0.09185 −0.1993 −0.15698 −0.0336 −0.09214 −0.20017 −0.15622 −0.03282
  SE (mean) 0.008548 0.006831 0.003232 0.005423 0.006292 0.004599 0.002337 0.00455 0.004016 0.003163 0.001678 0.002827
  SD 0.135153 0.10801 0.051104 0.085748 0.1407 0.102829 0.052261 0.101746 0.126994 0.100037 0.053062 0.089388
  LCL (mean) −0.11939 −0.21114 −0.15286 −0.06177 −0.11675 −0.20829 −0.15175 −0.06387 −0.10828 −0.20524 −0.1517 −0.05593
  UCL (mean) −0.08572 −0.18423 −0.14013 −0.04041 −0.09202 −0.19022 −0.14256 −0.04599 −0.09252 −0.19282 −0.14512 −0.04484