BF | CONF | ADG | FCR | |
---|---|---|---|---|
\(\eta _{p}\) | 1.28 (0.69) | − 0.21 (0.93) | − 0.46 (0.18) | 0.18 (0.23) |
\(\eta _{c}\) | 0.50 (1.26) | 0.22 (1.14) | − 0.26 (0.23) | − 0.07 (0.30) |
\(\sigma ^2_{u,p}\) | 0.151 (0.017) | 0.118 (0.021) | 0.0016 (0.0005) | 0.0033 (0.0010) |
\(\sigma ^2_{u,c}\) | 0.227 (0.030) | 0.067 (0.019) | 0.0045 (0.0009) | 0.0046 (0.0013) |
\(\sigma _{u,pc}\) | 0.182 (0.019) | 0.075 (0.016) | 0.0024 (0.0006) | 0.0039 (0.0009) |
\(\rho _{u,pc}\) | 0.98 (0.07) | 0.84 (0.17) | 0.88 (0.21) | 0.99 (0.21) |
\(\sigma ^2_{v,p}\) | 0.005 (0.008) | 0.002 (0.015) | 0.0012 (0.0006) | 0.0023 (0.0010) |
\(\sigma ^2_{v,c}\) | 0.009 (0.021) | 0.001 (0.017) | 0.0004 (0.0007) | 0.0002 (0.0011) |
\(\sigma _{v,pc}\) | 0.007 (0.012) | 0.001 (0.015) | − 0.0005 (0.0006) | 0.0007 (0.0010) |
\(\rho _{v,pc}\) | 1.00 (2.34) | 1.00 (15.91) | − 0.71 (1.01) | 1.00 (3.01) |
\(\sigma ^2_{l,p}\) | 0.029 (0.009) | 0.007 (0.019) | 0.0014 (0.0006) | 0.0006 (0.0010) |
\(\sigma ^2_{l,c}\) | 0.028 (0.010) | 0.008 (0.008) | 0.0011 (0.0004) | 0.0029 (0.0006) |
\(\sigma ^2_{e,p}\) | 0.145 (0.010) | 0.360 (0.021) | 0.0105 (0.0007) | 0.0184 (0.0012) |
\(\sigma ^2_{e,c}\) | 0.303 (0.015) | 0.320 (0.014) | 0.0106 (0.0005) | 0.0191 (0.0009) |