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

Table 4

Least square estimates for GSTAR(1;1) parameters.

Site i	𝜙^(𝑖)10	𝜙^(𝑖)11
1	−0.073	0.086
2	−0.090	0.250
3	−0.201	0.871
4	0.422	−0.452
5	0.192	0.582
6	0.187	0.221
7	0.116	0.011
8	0.355	0.077
9	0.183	−0.261
10	0.012	−0.123
11	0.465	−0.175
12	0.358	0.054
13	0.317	0.287
14	0.285	−0.162
15	0.006	0.119
16	0.340	0.203

𝜎^2𝐿𝑆=3.1556;MSE=2.992.