| β01 = 0.4 | β00=0.9 | 真实相关阵 | 独立相关阵 | 自回归相关阵 | 真实相关阵 | 独立相关阵 | 自回归相关阵 | n=50 | 0.3761 | 0.3480 | 0.3667 | 0.9358 | 0.9596 | 0.9437 | | (0.2814) | (0.3785) | (0.3124) | (0.2873) | (0.3485) | (0.3098) | n=100 | 0.3928 | 0.3778 | 0.3868 | 0.9128 | 0.9254 | 0.9178 | | (0.1886) | (0.2460) | (0.2031) | (0.1955) | (0.2338) | (0.2069) | n=200 | 0.4047 | 0.4018 | 0.4034 | 0.9030 | 0.9089 | 0.9045 | | (0.1288) | (0.1756) | (0.1427) | (0.1371) | (0.1648) | (0.1472) | n=400 | 0.4031 | 0.3961 | 0.4015 | 0.8997 | 0.9021 | 0.9006 | | (0.0930) | (0.1236) | (0.1039) | (0.0938) | (0.1127) | (0.1007) |
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