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

Table 3

RMSE for different values of under the normal and SN innovations, .

n		Model
		Skew normal	Normal
50	−2	2.1273	2.2415
	−1	2.2927	2.4291
	0	2.3441	2.3605
	1	1.8298	2.21151
	2	1.2074	1.8185
100	−2	1.9364	2.0192
	−1	2.0985	2.2491
	0	2.3092	2.3405
	1	1.3833	1.9486
	2	1.1510	1.8178
200	−2	1.9129	2.0187
	−1	2.0211	2.1326
	0	2.1266	2.1683
	1	1.3339	1.8965
	2	1.1431	1.7354