Journal of Probability and Statistics / 2012 / Article / Tab 1

Research Article

Application of Generalized Space-Time Autoregressive Model on GDP Data in West European Countries

Table 1

The LS estimated values (in average) for the data generated from GSTAR(1;1) model with 1000 replications for various sample sizes 𝑇 compared to the theoretical parameter.

T = 40T = 50T = 100T = 500T = 1000T = 10000

πœ™ ( 1 ) 1 0 = 0 . 2 0.17990.18220.18910.19960.20040.2000
πœ™ ( 2 ) 1 0 = 0 . 5 0.46390.46840.48190.49710.49870.5002
πœ™ ( 3 ) 1 0 = 0 . 3 0.27860.28150.29420.29660.29830.2998
πœ™ ( 4 ) 1 0 = 0 . 2 0.18020.18280.19290.19830.19860.1998
πœ™ ( 1 ) 1 1 = 0 . 4 0.40000.40250.40280.39990.40020.4005
πœ™ ( 2 ) 1 1 = 0 . 3 0.29610.29440.29700.0050.29980.2999
πœ™ ( 3 ) 1 1 = 0 . 5 0.48800.49060.49310.49880.50010.5002
πœ™ ( 4 ) 1 1 = 0 . 7 0.69890.69800.69610.70080.70020.7002
MSE0.02790.02190.01050.00020.00010.0001

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