R Under development (unstable) (2017-07-27 r72981)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252 
[2] LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets 
[7] methods   base     

other attached packages:
[1] rugarch_1.3-6     snowfall_1.84-6.1 snow_0.4-2       
[4] MitISEM_1.2       AdMit_2.1.3       mvtnorm_1.0-6    
[7] GAS_0.2.4         MSGARCH_1.1      

loaded via a namespace (and not attached):
 [1] rgl_0.98.1                  Rcpp_0.12.12               
 [3] lattice_0.20-35             FNN_1.1                    
 [5] zoo_1.8-0                   assertthat_0.2.0           
 [7] rprojroot_1.2               digest_0.6.12              
 [9] mime_0.5                    truncnorm_1.0-7            
[11] R6_2.2.2                    backports_1.1.0            
[13] coda_0.19-1                 misc3d_0.8-4               
[15] nloptr_1.0.4                SkewHyperbolic_0.3-2       
[17] Matrix_1.2-10               desc_1.1.0                 
[19] devtools_1.13.2             stringr_1.2.0              
[21] htmlwidgets_0.9             shiny_1.0.5                
[23] compiler_3.5.0              numDeriv_2016.8-1          
[25] httpuv_1.3.5                DistributionUtils_0.5-1    
[27] htmltools_0.3.6             Rsolnp_1.16                
[29] multicool_0.1-10            expm_0.999-2               
[31] roxygen2_6.0.1              codetools_0.2-15           
[33] crayon_1.3.2                withr_1.0.2                
[35] MASS_7.3-47                 GeneralizedHyperbolic_0.8-1
[37] commonmark_1.2              grid_3.5.0                 
[39] jsonlite_1.5                DEoptim_2.2-4              
[41] xtable_1.8-2                magrittr_1.5               
[43] KernSmooth_2.23-15          stringi_1.1.5              
[45] adaptMCMC_1.2               RcppArmadillo_0.7.900.2.0  
[47] testthat_1.0.2              xml2_1.1.1                 
[49] xts_0.10-0                  spd_2.0-1                  
[51] tools_3.5.0                 ks_1.10.7                  
[53] fanplot_3.4.1               memoise_1.1.0              
[55] knitr_1.17                 
[1] 6796
Specification type: Markov-switching
Specification name: gjrGARCH_std gjrGARCH_std
Number of parameters in each variance model: 4 4
Number of parameters in each distribution: 1 1
------------------------------------------
Fixed parameters:
None
------------------------------------------
Across regime constrained parameters:
nu 
------------------------------------------
Fitted parameters:
         Estimate Std. Error   t value  Pr(>|t|)
alpha0_1   0.2071     0.0010   211.812    <1e-16
alpha1_1   0.0005     0.0002     2.806 2.506e-03
alpha2_1   0.2137     0.0012   172.428    <1e-16
beta_1     0.5264     0.0020   264.143    <1e-16
nu_1       9.2468     0.0266   347.837    <1e-16
alpha0_2   0.0922     0.0007   132.124    <1e-16
alpha1_2   0.0052     0.0003    15.561    <1e-16
alpha2_2   0.1516     0.0008   199.075    <1e-16
beta_2     0.8716     0.0007  1235.745    <1e-16
P_1_1      0.9977     0.0000 35089.054    <1e-16
P_2_1      0.0027     0.0000    80.026    <1e-16
------------------------------------------
Transition matrix:
      t+1|k=1 t+1|k=2
t|k=1  0.9977  0.0023
t|k=2  0.0027  0.9973
------------------------------------------
Stable probabilities:
State 1 State 2 
 0.5407  0.4593 
------------------------------------------
LL: -3350.8467
AIC: 6725.6934
BIC: 6795.582
------------------------------------------
[1] 11.87 22.04
  generate 17500 samples 

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Specification type: Markov-switching
Specification name: gjrGARCH_std gjrGARCH_std
Number of parameters in each variance model: 4 4
Number of parameters in each distribution: 1 1
------------------------------------------
Fixed parameters:
None
------------------------------------------
Across regime constrained parameters:
nu 
------------------------------------------
Posterior sample (size: 2500)
           Mean     SD     SE   TSSE    RNE
alpha0_1 0.2193 0.0551 0.0011 0.0042 0.0703
alpha1_1 0.0006 0.0004 0.0000 0.0000 0.1103
alpha2_1 0.2071 0.0620 0.0012 0.0037 0.1146
beta_1   0.5064 0.1134 0.0023 0.0097 0.0548
nu_1     9.4028 1.2061 0.0241 0.0539 0.1999
alpha0_2 0.0953 0.0292 0.0006 0.0017 0.1123
alpha1_2 0.0083 0.0101 0.0002 0.0007 0.0784
alpha2_2 0.1474 0.0311 0.0006 0.0016 0.1533
beta_2   0.8687 0.0329 0.0007 0.0020 0.1083
P_1_1    0.9977 0.0014 0.0000 0.0001 0.1117
P_2_1    0.0028 0.0018 0.0000 0.0001 0.1785
------------------------------------------
Posterior mean transition matrix:
      t+1|k=1 t+1|k=2
t|k=1  0.9977  0.0023
t|k=2  0.0028  0.9972
------------------------------------------
Posterior mean stable probabilities:
State 1 State 2 
 0.5465  0.4535 
------------------------------------------
Acceptance rate MCMC sampler: 24.9%
n.mcmc: 12500
n.burn: 5000
n.thin: 5
------------------------------------------
AIC: 6725.902
BIC: 6795.7906
DIC: 6719.851
------------------------------------------
ucvol_1 ucvol_2 
  8.941  30.703 
ucvol_1 ucvol_2 
  8.933  31.436 
      ucvol_1 ucvol_2
2.5%    7.833   23.91
97.5%  10.221   45.25
