Research Article
Flexible Least Squares Algorithm for Switching Models
Table 3
The parameter estimations of sub-model 2.
| | | | | | | |
| | 1100 | 0.38576 | 0.07080 | 0.03194 | 0.03643 | 0.03259 | 52.18099 | | 1300 | 0.80948 | 0.14792 | 0.03312 | 0.02342 | 0.07819 | 1.29770 | | 1500 | 0.80628 | 0.14756 | 0.03302 | 0.02351 | 0.07556 | 1.20113 | | 1700 | 0.80948 | 0.14792 | 0.03312 | 0.02342 | 0.07819 | 1.29770 | | 1800 | 0.80960 | 0.14778 | 0.03313 | 0.02342 | 0.07823 | 1.31978 | | 1000 | 0.81009 | 0.14728 | 0.03313 | 0.02341 | 0.07822 | 1.39991 | | True values | 0.80470 | 0.15730 | 0.03300 | 0.02310 | 0.07630 | ā |
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