Table 3 Variance of disturbances: values and q-ratio
From: Investigating the international prices of wheat and rice
Variance disturbances | Wheat: values [q-ratio] | Rice: values [q-ratio] |
|---|---|---|
\( {\sigma}_{\eta}^2 \) (level) | 0.000 [0.000] | 0.000 [0.000] |
\( {\sigma}_{\zeta}^2 \) (slope) | 0.000 [0.000] | - |
\( {\sigma}_{\omega}^2 \) (seasonal) | 0.000 [0.000] | 0.000 [0.000] |
\( {\sigma}_{\kappa_1}^2 \) (cycle 1) | 0.000 [0.016] | 0.000 [599.2] |
\( {\sigma}_{\kappa_2}^2 \) (cycle 2) | 0.003 [1.000] | 0.000 [632.3] |
\( {\sigma}_{\varepsilon}^2 \) (irregular) | 0.000 [0.000] | 0.000 [1.000] |