Table 33.
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 (0.0012) | 0.894 (0.0019) |
γAB | 0.07 | 0.075 (0.0004) | 0.076 (0.0010) | 0.077 (0.0018) |
γAE | 0.03 | 0.034 (0.0002) | 0.032 (0.0005) | 0.029 (0.0011) |
| ||||
γBA | 0.03 | 0.031 (0.0004) | 0.031 (0.0013) | 0.031 (0.0025) |
γBB | 0.85 | 0.841 (0.0007) | 0.838 (0.0022) | 0.838 (0.0039) |
γBC | 0.09 | 0.092 (0.0005) | 0.097 (0.0015) | 0.102 (0.0030) |
γBE | 0.03 | 0.036 (0.0003) | 0.034 (0.0010) | 0.029 (0.0018) |
| ||||
γCB | 0.03 | 0.031 (0.0005) | 0.030 (0.0017) | 0.030 (0.0035) |
γCC | 0.80 | 0.802 (0.0010) | 0.799 (0.0030) | 0.797 (0.0061) |
γCD | 0.14 | 0.136 (0.0009) | 0.138 (0.0026) | 0.140 (0.0051) |
γCE | 0.03 | 0.031 (0.0003) | 0.033 (0.0013) | 0.033 (0.0032) |
| ||||
γDC | 0.03 | 0.031 (0.0007) | 0.031 (0.0023) | 0.030 (0.0050) |
γDD | 0.75 | 0.755 (0.0015) | 0.756 (0.0049) | 0.768 (0.0085) |
γDE | 0.22 | 0.214 (0.0014) | 0.213 (0.0040) | 0.202 (0.0076) |