Research Article

A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations

Table 1

Descriptive statistics for the simulated data from Model (II).

Data setnMinMaxMeanStandard deviationSkewnessK–S (statistics)K–S (p-value)

11000.41435.52.05691.24711.18990.7159<2.2e-16
22000.14895.55411.97081.15281.19810.7187<2.2e-16
34000.23805.94701.94621.14831.18510.7041<2.2e-16