Table 2. Diagnostics for the Markov Chain Monte Carlo posterior samples for parameters r, k, q, σ p 2 , σ o 2 , P1999
Parameters | DF | Lag-1 autocorrelation | Naïve / time series | Posterior shape |
r | 1.04 | 0.00 | 1.03 | Unimodal |
k | 1.02 | −0.02 | 1.00 | Unimodal |
q | 1.03 | 0.00 | 1.00 | Unimodal |
σ p 2 | 0.99 | −0.00 | 1.00 | Unimodal |
σ o 2 | 0.98 | −0.01 | 1.00 | Unimodal |
P1999 | 1.06 | 0.02 | 0.94 | Unimodal |
The dependence factor of Raftery-Lewis statistics (DF), lag-1 autocorrelation, ratio of naïve standard error to time series standard error, and the shape of posterior distributions were checked.