A Note on the Properties of Generalised Separable Spatial Autoregressive Process

Table 3

ACF, 𝜌(𝑘₁,𝑘₂) computed for GENSSAR model by using (2.12), (𝜙₁₀=0.9, 𝜙₀₁=0.9, 𝛿=0.2).

𝑘1∶𝑘2	0	1	2	3	4	5	6	7	8	9	10
0	1.000	0.201	0.113	0.077	0.056	0.043	0.034	0.027	0.022	0.018	0.015
1	0.201	0.040	0.028	0.015	0.011	0.009	0.007	0.005	0.004	0.004	0.003
2	0.113	0.023	0.013	0.009	0.006	0.005	0.004	0.003	0.002	0.002	0.002
3	0.077	0.015	0.008	0.006	0.004	0.003	0.003	0.002	0.002	0.001	0.001
4	0.056	0.011	0.006	0.004	0.003	0.002	0.002	0.002	0.001	0.001	0.001
5	0.043	0.009	0.005	0.003	0.002	0.002	0.001	0.001	0.001	0.001	0.001
6	0.034	0.007	0.004	0.002	0.002	0.001	0.001	0.001	0.001	0.001	0.001
7	0.027	0.005	0.003	0.002	0.002	0.001	0.001	0.001	0.001	0.000	0.000
8	0.022	0.004	0.002	0.002	0.001	0.001	0.001	0.001	0.000	0.000	0.000
9	0.018	0.004	0.002	0.001	0.001	0.001	0.001	0.000	0.000	0.000	0.000
10	0.015	0.003	0.002	0.001	0.001	0.001	0.001	0.000	0.000	0.000	0.000