Regime modeling and classification on Financial time series 2019–2023 (test)
318.4Log-LikelihoodMS-VAR-logit
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| MS-VAR-logit# Params=282026.04 | 318.4 | 76.8 | 2.1 | |
| MS-VAR-probit# Params=282026.04 | 316.9 | 77.2 | 2 | |
| SP-Spline# Params=43∗2026.04 | 291.3 | 83.6 | 0.9 | |
| SP-RKHS# Params=N/A†2026.04 | 288.7 | 85.1 | 0.8 |