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

Table 2

Values of the RMSE for Model I and Model II, with AR(1) innovations and 500 iterations.

n	hn	RMSE (model II)	RMSE (model I)
100	0.02	0.5198	1.4865
	0.04	0.6305	1.7414
	0.06	0.6824	2.0679
200	0.02	0.4723	1.4131
	0.04	0.5563	1.7014
	0.06	0.6674	1.9159
400	0.02	0.3916	1.3632
	0.04	0.5463	1.6686
	0.06	0.5593	1.8909