[讨论]Switching ARCH中的初值是怎么得到的？ [推广有奖]

模型是Switching ARCH，其中一段程序如下

@------ 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[13,1] =
     0.35080500       0.25003200      -0.56817500
     0.027988000      -0.11706300
     11.4016   0.051132  10.765493  0.1208310
       4.3512660        13.146594       0.42415600       -5.2199370 ;

      retp(th);
      endp;

请问这13个初值的怎么得到的，按照上面的解释好像也得不到？谢谢