Parameter

Estimate

Std Error

p-Value

$\mu$

0.0001

0.0000

0.0000

$\varphi$

0.9956

0.0011

0.0000

${\theta }_1$

−0.9605

0.0000

0.0000

${\theta }_2$

−0.0314

0.0017

0.0000

${\pi }_1$

0.0001

0.0001

0.0977

$\omega$

−0.3107

0.0147

0.0000

${\alpha }_1$

−0.0388

0.0242

0.1091

${\beta }_1$

0.9742

0.0002

0.0000

${\gamma }_1$

0.3806

0.0374

0.0000

${\pi }_2$

0.1390

0.0270

0.0000