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

Table 3

Least square estimates for GSTAR(2;1,1) parameter.

Site i	𝜙^(𝑖)10	𝜙^(𝑖)11	𝜙^(𝑖)20	𝜙^(𝑖)21
1	−0.083	0.058	0.045	−0.046
2	−0.092	0.028	0.404	0.052
3	−0.218	0.730	−0.113	0.638
4	0.566	−0.534	−0.262	0.253
5	0.152	0.563	−0.030	0.255
6	0.176	0.211	−0.052	0.046
7	0.106	−0.048	−0.018	0.261
8	0.332	−0.126	−0.114	0.540
9	0.271	−0.424	−0.217	0.461
10	−0.026	−0.250	0.097	−0.332
11	0.549	−0.278	−0.166	0.239
12	0.442	0.198	−0.254	−0.204
13	0.376	0.242	−0.054	0.037
14	0.390	−0.120	−0.457	0.304
15	0.042	0.564	−0.250	−0.949
16	0.293	0.226	0.119	−0.318

𝜎^2𝐿𝑆=2.969;MSE=2.735.