Variables

Coefficients

Std. Error

t value

p-value

$b_0$

0.027225***

0.000164

165.675

0.0000

$\tau$

−0.399048***

0.004921

−81.087

0.0000

$b_1$

−0.004156***

0.0001

−41.748

0.0000

${\alpha }_0$

0.000938***

0.000004

229.254

0.0000

${\alpha }_1$

0.402034***

0.001781

225.679

0.0000

$\beta$

0.291396***

0.001176

247.817

0.0000

$\gamma$

−0.286433***

0.001608

−178.107

0.0000

${\alpha }_2$

0.003275***

0.000012

264.267

0.0000

AIC

−2.9545***

LogLikelihood

559.011***