Flexible Least Squares Algorithm for Switching Models

Table 2

The parameter estimations of sub-model 1.

100	0.17234	0.23763	0.01434	0.02163	0.00859	57.58089
300	0.34494	0.47465	0.01688	0.02067	0.00220	15.25782
500	0.40302	0.55258	0.01768	0.02042	0.00016	1.40728
700	0.40657	0.55271	0.01770	0.02038	0.00008	1.10091
800	0.40818	0.55113	0.01770	0.02036	0.00006	1.20170
1000	0.41006	0.54930	0.01770	0.02032	0.00004	1.40738
True values	0.40970	0.55790	0.01830	0.02020	−0.0045