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Table 3 Convergence diagnostic tests for BVAR parameters

From: The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis

Variables

\(\widehat{R}\)

Effective sample size

\({\beta }_{S,S}\)

1.01

29,910.25

\({\beta }_{S,W}\)

1.01

68,620.42

\({\beta }_{S,H}\)

0.99

72,826.14

\({\beta }_{W,S}\)

1.01

99,800.34

\({\beta }_{W,W}\)

1.00

97,039.37

\({\beta }_{W,H}\)

1.00

88,090.56

\({\beta }_{H,S}\)

1.00

82,998.06

\({\beta }_{H,W}\)

0.99

36,380.07

\({\beta }_{H,H}\)

1.00

10,932.95

\(\gamma\)

1.00

4178.17

  1. These tests are based on 200,000 MCMC samples with 1000 burn-in per chain