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

Table 4

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

n		Model
		Skew normal	Normal
50	−2	0.9397	1.0150
	−1	0.9716	1.0148
	0	1.5302	1.5306
	1	1.2725	1.7291
	2	1.2526	1.7133
100	−2	0.9239	0.9821
	−1	0.9441	1.009
	0	1.5051	1.5177
	1	1.2598	1.7216
	2	1.1280	1.7044
200	−2	0.8601	0.9152
	−1	0.9092	0.9500
	0	1.4758	1.4871
	1	1.1902	1.6908
	2	1.0654	1.6690