A Bayesian Analysis of Spectral ARMA Model

Table 2

Estimation Bayesian AR and MA parameters (standard deviation).

𝑁=256	Parameter AR				Parameter MA
Method	−0.520	1.018	−0.255	0.240	−0.337	0.810
Bayes non	−0.5953	1.1073	−0.2650	0.2148	−0.4052	0.8759
	(0.0282)	(0.0291)	(0.0372)	(0.0386)	(0.0440)	(0.0469)
Empirical Bayes	−0.5950	1.1065	−0.2645	0.2142	−0.4050	0.8754
	(0.0281)	(0.0290)	(0.0372)	(0.0389)	(0.0439)	(0.0425)