Parameter

State 1

State 2

State 3

$\mu$

−0.0002

−0.0010

0.0229

$\varphi$

0.9981

0.9172

0.9810

$\sigma$

0.1809

0.2218

0.3728

Total (n)

908

396

968

ESS

836.2122

363.8864

847.4931