Parameter

State 1

State 2

State 3

State 4

μ

−0.0559

−0.0001

−0.0006

−0.0606

ϕ

1.0000

1.0000

0.9996

1.0000

σ

0.3248

0.2482

0.7441

0.4195

Total (n)

660

512

377

723