Results

New Analysis

The program started to run at 15:34:13 on Feb 06, 2012 .

Table 1. DICs for the four models.
Model Dbar Dhat pD DIC
N-N model 3344.421 2844.4004 500.02056 3844.4416
T-N model 3366.1359 2824.595 541.54092 3907.6768
N-T model 3347.6374 2856.804 490.83344 3838.4709
T-T model 3362.8171 2831.4909 531.32615 3894.1432

Table 2. Parameter estimates for the N-N model.
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.1174 0.0896 68.301 0.0067 5.942 6.2934 0.0223
$\beta_S$ 1.995 0.0842 23.6826 0.0042 1.8301 2.1598 -0.0088
$\sigma_L^2$ 1.7518 0.2048 8.5556 0.0083 1.3801 2.1865 0.022
$\sigma_S^2$ 1.9181 0.1733 11.0675 0.0055 1.6054 2.2855 -9e-04
$\sigma_{LS}$ 0.0059 0.1327 0.0447 0.0064 -0.2601 0.2623 0.0019
$\sigma_e^2$ 0.9518 0.0552 17.2422 0.0075 0.8496 1.0666 -0.0024

Table 3. Parameter estimates for the T-N model. (df = 5 )
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.1018 0.0901 67.7138 0.0091 5.9242 6.2797 -0.0072
$\beta_S$ 2.001 0.084 23.815 0.0055 1.8366 2.1652 0.0018
$\sigma_L^2$ 1.7258 0.2052 8.4122 0.0144 1.3526 2.1514 -0.0309
$\sigma_S^2$ 1.9076 0.174 10.9608 0.007 1.5934 2.2757 -0.0166
$\sigma_{LS}$ 0.023 0.1342 0.1711 0.009 -0.2479 0.2815 0.0362
$\sigma_e^2$ 0.6609 0.0452 14.6229 0.0125 0.5775 0.7548 0.0604

Table 4. Parameter estimates for the N-T model. (df = 5 )
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.0952 0.0867 70.3167 0.0071 5.9257 6.2653 -0.0076
$\beta_S$ 1.9867 0.076 26.1493 0.0062 1.8385 2.1374 -0.0018
$\sigma_L^2$ 1.1184 0.1532 7.302 0.0089 0.8434 1.4411 -0.0063
$\sigma_S^2$ 1.1492 0.1288 8.9207 0.0081 0.9187 1.4216 -0.0079
$\sigma_{LS}$ -0.0096 0.0946 -0.1017 0.0086 -0.1991 0.1718 0.0097
$\sigma_e^2$ 0.9545 0.0557 17.1347 0.0093 0.8522 1.07 0.0102

Table 5. Parameter estimates for the T-T model. (df = 5 )
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.0756 0.0861 70.5755 0.0098 5.9066 6.2446 -0.02
$\beta_S$ 1.9935 0.076 26.2348 0.0075 1.8458 2.143 0.0205
$\sigma_L^2$ 1.1183 0.1541 7.258 0.0127 0.8444 1.4456 0.029
$\sigma_S^2$ 1.1355 0.1288 8.815 0.0095 0.9029 1.4051 -0.015
$\sigma_{LS}$ 0.0052 0.0948 0.0551 0.0113 -0.1862 0.188 0.0082
$\sigma_e^2$ 0.6588 0.0446 14.7756 0.0124 0.5762 0.7517 -9e-04

The program finished running on at 15:46:26 on Feb 06, 2012 .