A Note on the Properties of Generalised Separable Spatial Autoregressive Process

Table 2

ACF, 𝜌(𝑘₁,𝑘₂) computed for GENSSAR model by using (2.12), (𝜙₁₀=0.9, 𝜙₀₁=0.9, 𝛿=1.8).

𝑘1∶𝑘2	0	1	2	3	4	5	6	7	8	9	10
0	1.000	0.992	0.972	0.945	0.916	0.874	0.835	0.794	0.752	0.710	0.668
1	0.992	0.983	0.964	0.937	0.904	0.867	0.828	0.787	0.745	0.704	0.662
2	0.972	0.964	0.945	0.918	0.886	0.850	0.812	0.771	0.731	0.690	0.650
3	0.945	0.937	0.918	0.892	0.861	0.826	0.789	0.750	0.710	0.671	0.631
4	0.912	0.904	0.886	0.861	0.831	0.797	0.761	0.723	0.685	0.647	0.609
5	0.874	0.867	0.850	0.826	0.797	0.765	0.730	0.694	0.657	0.621	0.584
6	0.835	0.828	0.812	0.789	0.761	0.730	0.697	0.662	0.627	0.592	0.558
7	0.794	0.787	0.771	0.750	0.723	0.694	0.662	0.630	0.596	0.563	0.530
8	0.752	0.745	0.731	0.710	0.685	0.657	0.627	0.596	0.565	0.533	0.502
9	0.710	0.704	0.690	0.671	0.647	0.621	0.592	0.563	0.533	0.504	0.474
10	0.668	0.663	0.650	0.631	0.609	0.584	0.558	0.530	0.502	0.474	0.447