请问Classical Estimation of Multivariate Markov-Switching Models using MSVARlib 里
Appendix B  中“Themodel is estimated on the (1967-2/2004-2) period, that is deb=86; fin= 530”，里deb=86和fin =530,是怎么算出来的呢？具体如下：

Appendix B :Estimating the MSI(2)-AR(3) model of the US unemployment rate with MSVARlib
Guidelines to run a program
Here are some instructions to understand the UNmod1.prg program. One should pay attention
to the number of series (here 2 +1+222), to the input file name: "MSVARUN" and options linked
to the model: _ncol=5; and Data_init_file="MSVARUN";.
First,the number of variable (_K=1;), the number of states ( _M=2;), and the regime dependency
option on the covariance matrix (here, it is regime independent : _M_V=_M;) have to be
selected. Then, the specification of the covariance matrix (heteroskedastic (1), homoskedastic
(2), generalized covariance (3) is implemented : _Var_opt=1; (here, the heteroskedastic case).
The specifications have to be selected (family model and lags if VAR models) : _typmod=1;
and _p=1; Transforming options of the input series are then selected (F_option=1; k_lag=2;).
Note that, heterogenous series in need of different transformations should be first included in
the input data file and those options should be neutralized in the main program (code 0). The
model is estimated on the (1967-2/2004-2) period, that is deb=86; fin= 530;.

在具体程序中为什么Starting date 是 1967-2 :86, 1979-1 : 229

/* ==========Start and ending index : some  common available values for US events  (see readme for templates of dates) =========== */
deb=86;
fin=530;
/*
Some date : 1960-1 : 1, 1964-1 :49, 1967-2 :86, 1979-1 : 229 ,1984-1 : 289, 1985-1 : 301 1989-1: 349,  1989-12: 360,   1995-1 : 421, 1999-12 : 480,  2000-12 : 492,  
Last available date : 2003-1 517
Estimating Date :     1985-1 : 301 , 1989-1: 349 , 1999-12 : 480, 2000-12 :492, 2003-1 : 517, 2004-2: 529
Starting Date :         1967-2 :86, 1979-1 : 229
*/



之前在论坛上看到有人问过该问题，但不知为什么每人回答呢？还望各位Gauss达人对刚入门学习的同学给予一些指导阿。