Table 2 Parameter estimates and their mean squared errors.
From: Some developments on seasonal INAR processes with application to influenza data
n | \(\hat{\lambda }_{ YW}\) | \(\hat{\alpha }_{ YW}\) | \(\hat{\delta }_{{ YW}}\) | \(\hat{\lambda }_{{ CLS}}\) | \(\hat{\alpha }_{{ CLS}}\) | \(\hat{\delta }_{ CLS}\) | \(\hat{\lambda }_{{ CML}}\) | \(\hat{\alpha }_{{ CML}}\) | \(\hat{\delta }_{{ CML}}\) |
|---|---|---|---|---|---|---|---|---|---|
\(\lambda =0.3\), \(\alpha =0.5\), \(\delta =0.7\) | |||||||||
100 | 0.2739 | 0.6347 | 0.6307 | 0.2747 | 0.5749 | 0.6324 | 0.2952 | 0.5234 | 0.6919 |
0.0157 | 0.0799 | 0.0205 | 0.0133 | 0.0159 | 0.0259 | 0.0081 | 0.0164 | 0.0054 | |
300 | 0.2954 | 0.5363 | 0.6827 | 0.2947 | 0.5504 | 0.6641 | 0.2963 | 0.5073 | 0.6956 |
0.0046 | 0.0083 | 0.0042 | 0.0046 | 0.0072 | 0.0077 | 0.0022 | 0.0036 | 0.0014 | |
500 | 0.2953 | 0.5229 | 0.6868 | 0.2954 | 0.5396 | 0.6721 | 0.2993 | 0.5088 | 0.6963 |
0.0029 | 0.0043 | 0.0026 | 0.0026 | 0.0046 | 0.0038 | 0.0013 | 0.0022 | 0.0009 | |
1000 | 0.2966 | 0.5142 | 0.6919 | 0.2970 | 0.5303 | 0.6785 | 0.3005 | 0.5025 | 0.6998 |
0.0013 | 0.0021 | 0.0012 | 0.0012 | 0.0029 | 0.0019 | 0.0006 | 0.0011 | 0.0004 | |
\(\lambda =0.5\), \(\alpha =1\), \(\delta =0.5\) | |||||||||
100 | 0.4319 | 1.1772 | 0.3866 | 0.4656 | 1.0993 | 0.4106 | 0.4838 | 1.0845 | 0.4713 |
0.0198 | 0.4565 | 0.0848 | 0.0177 | 0.0358 | 0.0545 | 0.0138 | 0.0986 | 0.0190 | |
300 | 0.4756 | 1.0852 | 0.4525 | 0.4864 | 1.0718 | 0.4472 | 0.4912 | 1.0121 | 0.4920 |
0.0054 | 0.0560 | 0.0168 | 0.0050 | 0.0160 | 0.0147 | 0.0040 | 0.0209 | 0.0054 | |
500 | 0.4865 | 1.0564 | 0.4689 | 0.4905 | 1.0668 | 0.4505 | 0.4954 | 1.0179 | 0.4905 |
0.0032 | 0.0282 | 0.0097 | 0.0030 | 0.0114 | 0.0099 | 0.0022 | 0.0115 | 0.0028 | |
1000 | 0.4928 | 1.0226 | 0.4867 | 0.4930 | 1.0622 | 0.4576 | 0.4988 | 1.0087 | 0.4973 |
0.0015 | 0.0116 | 0.0043 | 0.0014 | 0.0089 | 0.0058 | 0.0011 | 0.0062 | 0.0014 | |
\(\lambda =0.6\), \(\alpha =1.5\), \(\delta =-0.5\) | |||||||||
100 | 0.5188 | 1.4169 | \(-0.4893\) | 0.5621 | 1.4184 | \(-0.4468\) | 0.5688 | 1.5475 | \(-0.5601\) |
0.0172 | 0.9482 | 0.5433 | 0.0150 | 0.0833 | 0.0372 | 0.0124 | 0.1645 | 0.0796 | |
300 | 0.5784 | 1.5685 | \(-0.5892\) | 0.5838 | 1.4341 | \(-0.4443\) | 0.5919 | 1.5326 | \(-0.5312\) |
0.0043 | 0.4783 | 0.2972 | 0.0039 | 0.0382 | 0.0268 | 0.0028 | 0.0712 | 0.0354 | |
500 | 0.5851 | 1.5689 | \(-0.5748\) | 0.5917 | 1.4460 | \(-0.4464\) | 0.5943 | 1.5242 | \(-0.5266\) |
0.0026 | 0.2143 | 0.1535 | 0.0023 | 0.0261 | 0.0188 | 0.0017 | 0.0478 | 0.0239 | |
1000 | 0.5936 | 1.5606 | \(-0.5558\) | 0.5961 | 1.4491 | \(-0.4494\) | 0.5971 | 1.5090 | \(-0.5107\) |
0.0011 | 0.0649 | 0.0558 | 0.0011 | 0.0130 | 0.0130 | 0.0010 | 0.0225 | 0.0109 | |
\(\lambda =0.7\), \(\alpha =2\), \(\delta =-1\) | |||||||||
100 | 0.5804 | 1.4330 | \(-0.5686\) | 0.6590 | 1.8734 | \(-0.9271\) | 0.6653 | 1.9439 | \(-0.9821\) |
0.0240 | 1.8765 | 1.2004 | 0.0153 | 0.1675 | 0.0744 | 0.0122 | 0.3010 | 0.1417 | |
300 | 0.6713 | 1.7131 | \(-0.8222\) | 0.6858 | 1.8965 | \(-0.9120\) | 0.6891 | 2.0113 | \(-1.0204\) |
0.0045 | 1.7318 | 1.0939 | 0.0038 | 0.0983 | 0.0559 | 0.0025 | 0.1510 | 0.0841 | |
500 | 0.6848 | 1.8997 | \(-0.9649\) | 0.6906 | 1.9002 | \(-0.9101\) | 0.6936 | 2.0205 | \(-1.0274\) |
0.0022 | 1.2074 | 0.8342 | 0.0022 | 0.0732 | 0.0491 | 0.0015 | 0.1214 | 0.0667 | |
1000 | 0.6930 | 2.0364 | \(-1.0658\) | 0.6932 | 1.9088 | \(-0.9172\) | 0.6982 | 2.0339 | \(-1.0286\) |
0.0011 | 0.7614 | 0.5599 | 0.0010 | 0.0393 | 0.0289 | 0.0007 | 0.0678 | 0.0378 | |