Residual Covariance (R) Matrix


The R matrices show the greatest differences, but even these are not particularly large. The most notable differences are the correlations between weeks at least two weeks apart, and the variance of the fourth week.

Looking at the covariance parameter estimates for the unstructured model, you can see that the confidence intervals for the parameters which are most different include the values of the corresponding parameters from the autoregressive matrix. Thus, the simpler autoregressive model gives similar results to the unstructured model, so you can be very confident in preferring the autoregressive covariance model to the unstructured model.