Variable

Estimate

Std. Error

t value

Pr (>|t|)

$\mu$

0.0000447210

0.0000064843

6.896791809

0.0000000000

AR(1)

0.8414551500

0.0191592710

43.918954357

0.0000000000

MA(1)

−0.6086431547

0.0359025884

−16.952626038

0.0000000000

$\omega$

0.0000000005

0.0000000648

0.007050212

0.9943747915

${\alpha }_1$

0.0515904234

0.0044876976

11.495966890

0.0000000000

${\beta }_1$

0.8974842734

0.0061247224

146.534685788

0.0000000000