From: An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
 | Regime 1 | Regime 2 | T-Matrix | LL | AIC | SIC | |||
---|---|---|---|---|---|---|---|---|---|
λ1 | k1 | λ2 | k2 | δ1 | δ2 | ||||
FJT | − 9.520E−07 | − 3.438 | − 1.730E−06 | − 4.281 | 3.400 | − 4.053 | 1464 | − 2916 | − 2889 |
IMP | 3.690E−07 | − 4.956 | 3.700E−08 | − 3.205 | 3.795 | − 1.805 | 1876 | − 3739 | − 3713 |
RYL | − 4.920E−07 | − 5.252 | 3.750E−07 | − 3.742 | 2.921 | − 2.485 | 1811 | − 3611 | − 3584 |
KYT | − 4.680E−07 | − 5.172 | 1.800E−08 | − 3.685 | 3.256 | − 2.644 | 1805 | − 3597 | − 3571 |
OL | − 6.470E−05 | − 3.515 | − 6.840E−07 | − 4.336 | 2.333 | − 4.453 | 1626 | − 3241 | − 3214 |
SB | − 2.050E−06 | − 4.374 | − 8.950E−07 | − 3.538 | 4.381 | − 4.095 | 1488 | − 2964 | − 2938 |
KRT | − 9.070E−07 | − 4.108 | − 1.470E−05 | − 3.304 | 4.030 | − 3.296 | 1377 | − 2742 | − 2716 |