TARMA

TAR

Bias

Var

MSE

Bias

Var

MSE

$T=6$

$\pi$

−0.05675

0.00508444

0.008305

−0.0545

0.00497475

0.007945

${\pi }^{\left(1|0\right)}$

−0.14

0.0002724

0.0198724

−0.12595

0.0021499

0.0180133

${\pi }^{\left(0|1\right)}$

−0.09865

0.00212518

0.011857

−0.1039

0.00154179

0.012337

${\pi }^{\left(1|1\right)}$

−0.08375

0.00193444

0.0089485

−0.07445

0.0029779

0.0085207

$T=10$

$\pi$

−0.04738

0.00267194

0.0049168

−0.03844

0.00260857

0.0040862

${\pi }^{\left(1|0\right)}$

−0.13786

0.00057666

0.019582

−0.11545

0.0032776

0.0166063

${\pi }^{\left(0|1\right)}$

−0.09121

0.00297854

0.0112978

−0.09595

0.0024946

0.011701

${\pi }^{\left(1|1\right)}$

−0.07685

0.00272518

0.0086311

−0.0782

0.00257796

0.0086932

$T=14$

$\pi$

−0.03761

0.002243061

0.0036575731

−0.04143

0.00233756

0.004054

${\pi }^{\left(1|0\right)}$

−0.13783

0.000572841

0.0195699499

−0.10495

0.0041848

0.0151993

${\pi }^{\left(0|1\right)}$

−0.08032

0.00394194

0.0103932424

−0.08935

0.00318958

0.011173

${\pi }^{\left(1|1\right)}$

−0.0677

0.0035838

0.00816709

−0.0773

0.00267651

0.0086518