Series

Variable

Mean

sd

2.50%

97.50%

Rhat

y_hk

μ

φ

τ

ρ

−0.1962

0.9460

0.1521

−0.1828

0.1495

0.0284

0.0442

0.1359

−0.5155

0.8795

0.0890

−0.3432

0.0795

0.9892

0.2524

−0.0894

1.0350

1.1280

1.1450

1.0430

y_hs

μ

φ

τ

ρ

0.7150

0.9764

0.1782

−0.3598

0.3224

0.0156

0.0402

0.1598

0.0880

0.9374

0.1159

−0.6795

1.3950

0.9964

0.2725

−0.0570

1.0010

1.1160

1.1400

1.0320