Final log Likelihood: -592.6808
Number of parameters: 12
Distribution Assumption -> Normal
Method for standard error calculation -> 1
-----> Final Parameters <-----
Parameters in State 1 (Coeff value (standard error, p value)):
Residue Standard Deviation: 1.5268 (0.0938, 0.00)
Mean Constant:              0.2912 (0.1711, 0.09)
AR parameters:
     Lag 1: -0.1150 (0.1128, 0.31)
     Lag 2: -0.0454 (0.1089, 0.68)
Parameters in State 2 (Coeff value (standard error, p value)):
Residue Standard Deviation: 1.7589 (0.0946, 0.00)
Mean Constant:              0.1209 (0.2318, 0.60)
AR parameters:
     Lag 1: -0.0100 (0.1110, 0.93)
     Lag 2: 0.0606 (0.1046, 0.56)
---> Transition Probabilities Matrix (std. errors in parenthesis) <---
0.90 (0.15)   0.13 (0.20)   
0.10 (0.15)   0.87 (0.21)   
---> Expected Duration of Regimes <---
Expected duration of Regime #1: 10.32 time periods
Expected duration of Regime #2: 7.80 time periods
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