Start Date (Inclusive)

End Date (not included)

Initial State Mean

Initial State Variance

Initial State Label

20100115

20100119

−0.24442

0.595179

12

20100120

20100204

−0.35247

0.727323

11

20100120

20100205

−0.35353

0.793391

19

20100120

20100210

−0.35529

0.829948

19

20100120

20100211

−0.56936

0.851412

18

20100120

20100212

−0.58341

0.682737

18

20100121

20100203

−0.33663

0.812484

19

20100121

20100204

−0.05103

0.73705

7

20100121

20100205

−0.05119

0.814749

7

20100121

20100211

−0.3514

0.880627

19

20100121

20100212

−0.35002

0.687449

11

20100122

20100201

−0.14604

0.702852

15

20100122

20100203

−0.13756

0.732636

15

20100122

20100211

−0.14687

0.860374

9

20100122

20100212

−0.14638

0.663685

15

20100125

20100222

0.24739

0.771087

13

20100127

20100211

0.251472

0.987205

4

20100127

20100225

0.257092

0.806804

13

20100128

20100225

0.250609

0.876673

4

20100129

20100225

0.22698

0.982455

4

20100201

20100222

−0.12945

0.765315

15

20100203

20100304

0.399871

0.726052

5

20100203

20100305

0.398483

0.769494

6

20100204

20100304

0.378933

0.833641

6

20100222

20100301

0.694784

0.595888

8

20100305

20100315

0.348312

0.888747

6

20100305

20100316

0.375444

0.955411

6

20100308

20100317

0.37555

0.991049

6

20100311

20100312

−0.44514

0.594839

18

20100312

20100315

−0.53398

0.900852

19

20100312

20100316

−0.20827

0.682107

12

20100401

20100402

−0.32901

0.678752

11

20100426

20100428

−0.16798

0.609771

12