Table 1: Bias and MSE results of for NSINARMA(1,1) model.

CLS
= 0.3 = 5
Sample size100300800100300800

 Bias(α)
 MSE(α)
 Bias(α)
 MSE(α)
 Bias(α)
 MSE(α)
 Bias(α)
 MSE(α)