Research Article
A Bayesian Analysis of Spectral ARMA Model
Table 6
Estimation Bayesian MA parameters (standard deviation).
| | Parameter MA | Method | 0.0226 | 0.8175 | 0.0595 | 0.0764 |
| Bayes non | 0.0151 | 0.7556 | 0.0518 | 0.0525 | | | | | Empirical Bayes | 0.0077 | 0.7554 | 0.0517 | 0.0677 | | | | |
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