Figure9

9. The logarithm of $$ e_{2, t|t}^{T}e_{2, t|t} $$, $$ (e_{t|t}^{g})^{T}e_{t|t}^{g} $$, $$ \text{tr}(\bar{P}_{2, t\mid t}) $$ and $$ \text{tr}(\bar{P}_{t\mid t}^g) $$.