Theory and Modern Applications
Table 3 Estimated frequencies with different optimization algorithms
| Â | Linear trend | Grid search | Simplex | Genetic | BHHH | BFGS |
|---|---|---|---|---|---|---|
Case1 \(k^{fr} = 0.25\), \(\alpha _{1} = 5\), \(\alpha _{2} = 3\) | ||||||
Est. Fre. | – | 0.230 | 0.263 | 0.263 | 1.277 | 4.026 |
SSR | 18.585 | 0.000 | 0.001 | 0.001 | 19.402 | 33.907 |
Case2 \(k^{fr} = 0.25\), \(\alpha _{1} = 11\), \(\alpha _{2} = - 5\) | ||||||
Est. Fre. | – | 0.230 | 0.230 | 0.230 | 0.230 | 0.569 |
SSR | 15.325 | 0.000 | 0.000 | 0.000 | 0.000 | 36.329 |
Case 3 \(k^{fr} = 0.80\), \(\alpha _{1} = - 11\), \(\alpha _{2} = 1\) | ||||||
Est. Fre. | – | 0.690 | 0.689 | 0.689 | 0.689 | 0.687 |
SSR | 1209.888 | 0.008 | 0.000 | 0.000 | 0.000 | 0.006 |
Case 4 \(k^{fr} = 1\), \(\alpha _{1} = 11\), \(\alpha _{2} = - 1\) | ||||||
Est. Fre. | – | 0.920 | 0.918 | 0.918 | 0.918 | 0.927 |
SSR | 1209.888 | 0.008 | 0.000 | 0.000 | 0.000 | 0.006 |
Case 5 \(k^{fr} = 1.25\), \(\alpha _{1} = 10\), \(\alpha _{2} = - 1\) | ||||||
Est. Fre. | – | 1.150 | 1.148 | 1.148 | 1.148 | 1.132 |
SSR | 4907.469 | 0.052 | 0.000 | 0.000 | 0.000 | 2.507 |