Robust Mean Change-Point Detecting through Laplace Linear Regression Using EM Algorithm

Table 3

SIC calculated by Laplace method and normal method for Holbert data.

Time point	Calendar month	NYAMSE	BSE	SIC Laplace	SIC normal
1	Jan. 1967	10581.6	78.8	—	—
2	Feb. 1967	10234.3	69.1	364.2829	368.5739
3	Mar. 1967	13299.5	87.6	363.3368	367.8817
4	Apr. 1967	10746.5	72.8	363.3110	367.7757
5	May 1967	13310.7	79.4	361.7661	366.4980
6	Jun. 1967	12835.5	85.6	359.5049	365.7947
7	Jul. 1967	12194.2	75.0	357.4092	364.8795
8	Aug. 1967	12860.4	85.3	354.8215	363.9410
9	Sep. 1967	11955.6	86.9	353.8327	363.5574
10	Oct. 1967	13351.5	107.8	354.3397	363.5818
11	Nov. 1967	13285.9	128.7	357.2243	364.6607
12	Dec. 1967	13784.4	134.5	360.1891	365.4162
13	Jan. 1968	16336.7	148.7	361.0186	365.3077
14	Feb. 1968	11040.5	94.2	362.3622	365.5670
15	Mar. 1968	11525.3	128.1	363.4817	366.6527
16	Apr. 1968	16056.4	154.1	364.0982	366.8008
17	May 1968	18464.3	191.3	362.8076	366.9825
18	Jun. 1968	17092.2	191.9	360.4358	367.2177
19	Jul. 1968	15178.8	159.6	359.1133	367.3715
20	Aug. 1968	12774.8	185.5	359.5155	368.4097
21	Sep. 1968	12377.8	178.0	359.5954	368.3030
22	Oct. 1968	16856.3	271.8	356.8656	363.5156
23	Nov. 1968	14635.3	212.3	355.3476	358.1847
24	Dec. 1968	17436.9	139.4	357.0433	361.1139
25	Jan. 1969	16482.2	106.0	360.8022	364.8916
26	Feb. 1969	13905.4	112.1	360.8808	365.1567
27	Mar. 1969	11973.7	103.5	360.4217	365.0086
28	Apr. 1969	12573.6	92.5	360.9285	365.3012
29	May. 1969	16566.8	116.9	363.5041	367.3072
30	Jun. 1969	13558.7	78.9	364.3949	368.2468
31	Jul. 1969	11530.9	57.4	362.7110	368.2235
32	Aug. 1969	11278.0	75.9	360.3198	367.7685
33	Sep. 1969	11263.7	109.8	362.6290	368.1350
34	Oct. 1969	15649.5	129.2	—	—
35	Nov. 1969	12197.1	115.1	358.0474	361.4956