在用hamilton的代码做swarch模型的估计的时候，他是怎么得到转移概率矩阵的？
我看到代码里面写的是给定了4个数据，然后由这4个数据生成了一个3*3的矩阵
想请问下，开始给定的这4个数据是怎么给定的？有什么要求？
新人，没有金币，真诚感谢高手的回答！
附hamilton的代码：@------ Input initial values for parameters ------------ @
/* The order in which variables are represented is as follows
constant term in regression
autoregressive terms in regression
initial variance parameter
constant term in ARCH equation
ARCH params in state 1
next elements: when izz =0 these are the transition probs
when izz =1 these are params v(i,j) such that
p(i,j) = v(i,j)^2 / sum j v(i,j)^2
elements are ordered as p11, p22 when ns =2
ordered as p(1,1),p(2,1),...,p(ns,1),
p(1,2),...,p(ns-1,ns) when ns > 2
next (ns - 1) elements: factor squared residuals are divided by
to get non-switching ARCH
leverage parameter
degrees of freedom parameter for t distribution */
proc startval; @procedure to set starting values @
local th;
let th[11,1] =
0.347750.255890.559920.060360.160470.051751
0.991950.999075.78570.443483.7547 ;
我把状态改为2种状态了，所以初始值只有11个值，第六七个数是用来给出转移概率的，这两个数据有什么要求？