Table 2: Bias and MSE results of for NSINARMA(1,2) model.

CLS
= 0.3 = 5
Sample size100300800100300800

= (0.1, 0.1)
 Bias(α)
 MSE(α)
= (0.1, 0.6)
 Bias(α)
 MSE(α)
= (0.2, 0.3)
 Bias(α)
 MSE(α)
= (0.3, 0.4)
 Bias(α)
 MSE(α)
= (0.4, 0.4)
 Bias(α)
 MSE(α)