|
| Japan | UK | ||||||
|
| Estimate | Std. Error | t value |
| Estimate | Std. Error | t value |
|
| mu | −0.00 | 0.00 | −2.71 | 0.01 | −0.00 | 0.00 | −1.79 | 0.07 |
| ar1 | 0.21 | 0.09 | 2.33 | 0.02 | 0.55 | 0.09 | 6.18 | 0.00 |
| ar2 | −0.00 | 0.10 | −0.03 | 0.98 | 0.22 | 0.08 | 2.59 | 0.01 |
| ar3 | 0.02 | 0.12 | 0.18 | 0.86 |
|
|
|
|
| ar4 | 0.04 | 0.05 | 0.90 | 0.37 |
|
|
|
|
| ar5 | 0.09 | 0.06 | 1.51 | 0.13 |
|
|
|
|
| ar6 | 0.17 | 0.06 | 3.00 | 0.00 |
|
|
|
|
| ar7 | −0.01 | 0.06 | −0.20 | 0.84 |
|
|
|
|
| ar8 | −0.09 | 0.09 | −1.05 | 0.29 |
|
|
|
|
| ar9 | 0.13 | 0.06 | 2.25 | 0.02 |
|
|
|
|
| omega | 0.00 | 0.00 | 2.44 | 0.01 | 0.00 | 0.00 | 5.24 | 0.00 |
| alpha1 | 0.29 | 0.14 | 2.13 | 0.03 | 0.53 | 0.17 | 3.11 | 0.00 |
| alpha2 | 1.00 | 0.33 | 3.04 | 0.00 |
|
|
|
|
