Series

Item

Coefficient

Std error

z

P > |z|

SPI

ar.S.L12

−0.7231

0.0820

−8.7680

0.0000

ar.S.L24

−0.2554

0.1200

−2.1240

0.0340

σ²

0.0822

0.0090

9.2060

0.0000

SPEI

ar.S.L12

−0.3693

0.1250

−2.9590

0.0030

ar.S.L24

−0.1478

0.1160

−1.2730

0.2030

ma.S.L12

−0.5980

0.1370

−4.3550

0.0000

σ²

0.0602

0.0080

7.9850

0.0000