Parameter

Estimate

Std Error

p-Value

$\mu$

0.0000

0.0001

0.7139

$\varphi$

0.9955

0.00134

0.0000

${\theta }_1$

−0.9613

0.0000

0.0000

${\theta }_2$

−0.0305

0.0020

0.0000

${\pi }_1$

0.0001

0.0001

0.0384

$\omega$

−0.2873

0.0091

0.0000

${\alpha }_1$

−0.0558

0.0259

0.0311

${\beta }_1$

0.9748

0.0002

0.0000

${\gamma }_1$

0.3859

0.0357

0.0000

${\pi }_2$

0.0715

0.0119

0.0000