
Ox version 3.00 (Windows) (C) J.A. Doornik, 1994-2001

T=50, M=2000, seed=-1 (common)

moments of test statistics
                      mean      std.dev     skewness  ex.kurtosis
t-value          -0.074394      0.98992    -0.052857      0.12865

critical values (tail quantiles)
                       20%          10%           5%           1%
t-value            0.75533       1.1735       1.5065       2.2425

rejection frequencies
                       20%          10%           5%           1%
t-value            0.19050     0.085000     0.043500     0.011500
[ASE]            0.0089443    0.0067082    0.0048734    0.0022249

moments of estimates
                      mean         MCSD
ar-param           0.48178      0.12253

biases of estimates
                 mean bias         MCSE         RMSE   true value
ar-param         -0.018220    0.0027398      0.12388      0.50000

T=50, M=2000, seed=-1 (common)

moments of test statistics
                      mean      std.dev     skewness  ex.kurtosis
t-value           -0.38066       1.0188      0.27918      0.14384

critical values (tail quantiles)
                       20%          10%           5%           1%
t-value            0.50343      0.94252       1.3855       2.0837

rejection frequencies
                       20%          10%           5%           1%
t-value            0.23750      0.11900     0.050000     0.014500
[ASE]            0.0089443    0.0067082    0.0048734    0.0022249

moments of estimates
                      mean         MCSD
ar-param           0.97393     0.048847

biases of estimates
                 mean bias         MCSE         RMSE   true value
ar-param         -0.026074    0.0010923     0.055371       1.0000
