Parameter

Estimate

Std Error

p-Value

$\mu$

0.0002

0.0000

0.0000

$\varphi$

0.9949

0.0100

0.0000

${\theta }_1$

−0.9567

0.0001

0.0000

${\theta }_2$

−0.0349

0.0141

0.0133

$\omega$

−0.2873

0.0030

0.0000

${\alpha }_1$

−0.0160

0.0724

0.8252

${\beta }_1$

0.9676

0.0003

0.0000

${\gamma }_1$

0.4886

0.0708

0.0000