Table 23.
True value | θ̂(ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Transition Prob. | ||||
| ||||
γAA | 0.90 | 0.891 (0.0004) | 0.892 (0.0010) | 0.895 (0.0021) |
γAB | 0.07 | 0.075 (0.0003) | 0.076 (0.0009) | 0.076 (0.0019) |
γAE | 0.03 | 0.030 (0.0002) | 0.030 (0.0006) | 0.029 (0.0011) |
| ||||
γBA | 0.03 | 0.031 (0.0004) | 0.032 (0.0011) | 0.031 (0.0024) |
γBB | 0.85 | 0.840 (0.0008) | 0.838 (0.0020) | 0.838 (0.0045) |
γBC | 0.09 | 0.092 (0.0006) | 0.096 (0.0015) | 0.103 (0.0034) |
γBE | 0.03 | 0.030 (0.0003) | 0.030 (0.0009) | 0.029 (0.0017) |
| ||||
γCB | 0.03 | 0.030 (0.0005) | 0.031 (0.0017) | 0.031 (0.0032) |
γCC | 0.80 | 0.804 (0.0011) | 0.796 (0.0033) | 0.796 (0.0063) |
γCD | 0.14 | 0.135 (0.0010) | 0.140 (0.0028) | 0.141 (0.0055) |
γCE | 0.03 | 0.031 (0.0003) | 0.033 (0.0011) | 0.033 (0.0031) |
| ||||
γDC | 0.03 | 0.031 (0.0007) | 0.031 (0.0021) | 0.030 (0.0049) |
γDD | 0.75 | 0.752 (0.0017) | 0.756 (0.0043) | 0.767 (0.0099) |
γDE | 0.22 | 0.217 (0.0016) | 0.213 (0.0038) | 0.203 (0.0084) |