Table 26.
True value | θ̂(ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Transition Prob. | ||||
| ||||
γAA | 0.90 | 0.892 (0.0004) | 0.892 (0.0010) | 0.894 (0.0021) |
γAB | 0.07 | 0.074 (0.0003) | 0.076 (0.0009) | 0.077 (0.0017) |
γAE | 0.03 | 0.030 (0.0002) | 0.032 (0.0005) | 0.029 (0.0011) |
| ||||
γBA | 0.03 | 0.032 (0.0004) | 0.032 (0.0012) | 0.032 (0.0027) |
γBB | 0.85 | 0.836 (0.0008) | 0.835 (0.0024) | 0.835 (0.0042) |
γBC | 0.09 | 0.096 (0.0005) | 0.100 (0.0019) | 0.106 (0.0030) |
γBE | 0.03 | 0.036 (0.0003) | 0.033 (0.0010) | 0.027 (0.0018) |
| ||||
γCB | 0.03 | 0.030 (0.0004) | 0.031 (0.0017) | 0.031 (0.0033) |
γCC | 0.80 | 0.805 (0.0010) | 0.800 (0.0035) | 0.796 (0.0064) |
γCD | 0.14 | 0.133 (0.0009) | 0.137 (0.0030) | 0.140 (0.0048) |
γCE | 0.03 | 0.032 (0.0003) | 0.032 (0.0012) | 0.033 (0.0030) |
| ||||
γDC | 0.03 | 0.031 (0.0008) | 0.031 (0.0026) | 0.031 (0.0057) |
γDD | 0.75 | 0.752 (0.0017) | 0.756 (0.0053) | 0.766 (0.0085) |
γDE | 0.22 | 0.217 (0.0015) | 0.213 (0.0047) | 0.203 (0.0074) |