Thursday 8/14/1997 13:54:32 <<< Posterior simulation matrix read from file sim97 Posterior moment analysis Total iterations available: 2000 Burn-in iterations: 500 Analysis iterations: 1500 Function 1 Posterior mean: 9.8897102E-01 Posterior st dev: 1.6363791E-01 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 4.2251127E-03 1.000000 Autocovariance function tapered to 4%: 3.3484039E-03 1.592212 Autocovariance function tapered to 8%: 3.0372234E-03 1.935188 Autocovariance function tapered to 15%: 2.8495564E-03 2.198478 Function 2 Posterior mean: 1.9874428E+00 Posterior st dev: 4.6391120E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.1978136E-03 1.000000 Autocovariance function tapered to 4%: 1.3449296E-03 0.793194 Autocovariance function tapered to 8%: 1.3358978E-03 0.803955 Autocovariance function tapered to 15%: 1.3309042E-03 0.810000 Function 3 Posterior mean: 2.9570064E+00 Posterior st dev: 4.2646004E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.1011151E-03 1.000000 Autocovariance function tapered to 4%: 1.1898756E-03 0.856372 Autocovariance function tapered to 8%: 1.0445506E-03 1.111236 Autocovariance function tapered to 15%: 1.0047799E-03 1.200946 Function 4 Posterior mean: 1.0977952E+00 Posterior st dev: 6.9565638E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.7961771E-03 1.000000 Autocovariance function tapered to 4%: 1.6259426E-03 1.220360 Autocovariance function tapered to 8%: 1.3942601E-03 1.659628 Autocovariance function tapered to 15%: 1.1054344E-03 2.640173 Function 5 Posterior mean: 4.4456235E-01 Posterior st dev: 4.4930576E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.1601025E-03 1.000000 Autocovariance function tapered to 4%: 2.7895432E-03 0.172952 Autocovariance function tapered to 8%: 2.6012992E-03 0.198890 Autocovariance function tapered to 15%: 2.7410698E-03 0.179123 Function 6 Posterior mean: 3.0080101E-01 Posterior st dev: 5.2319929E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.3508947E-03 1.000000 Autocovariance function tapered to 4%: 3.0349823E-03 0.198121 Autocovariance function tapered to 8%: 3.0459215E-03 0.196701 Autocovariance function tapered to 15%: 3.2217900E-03 0.175812 Function 7 Posterior mean: 8.6413665E-02 Posterior st dev: 4.9278918E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.2723762E-03 1.000000 Autocovariance function tapered to 4%: 2.2928804E-03 0.307942 Autocovariance function tapered to 8%: 1.9371241E-03 0.431436 Autocovariance function tapered to 15%: 1.8978204E-03 0.449491 Function 8 Posterior mean: -9.1574651E-02 Posterior st dev: 4.6666991E-02 Accuracy of approximation: Numerical Relative Standard Numerical Method-- Error Efficiency Assuming no serial correlation: 1.2049365E-03 1.000000 Autocovariance function tapered to 4%: 2.0690668E-03 0.339140 Autocovariance function tapered to 8%: 1.8780050E-03 0.411656 Autocovariance function tapered to 15%: 1.6508847E-03 0.532715 Moments evaluated: 8 CPU time: 2.3525 CPU time per moment: 0.2941 Thursday 8/14/1997 13:54:35