Journal of Statistical Distributions and Applications

Table 3 Duration Fit for S&P500 data

From: A new trivariate model for stochastic episodes

N in days	1	2	3	4	5	6	7	8	9	10 +
Freq.	2444	1406	825	418	205	121	58	33	13	17
Rel. freq.	0.441	0.254	0.149	0.075	0.037	0.022	0.010	0.006	0.002	0.003
Model prob.	0.441	0.263	0.139	0.074	0.039	0.021	0.011	0.006	0.003	0.003

The table contains observed frequency (second row), relative frequency (third row), and model probabilities (last row) for the growth periods of given durations (first row)

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