Parameter

Estimate

Std Error

p-Value

$\mu$

−0.0028

0.0001

0.0014

$\varphi$

0.9954

0.0006

0.0000

${\theta }_1$

−0.9652

0.0000

0.0000

${\theta }_2$

−0.0265

0.0007

0.0000

${\pi }_1$

0.0002

0.0000

0.0000

$\omega$

−0.3368

0.0153

0.0000

${\alpha }_1$

−0.0571

0.0265

0.0311

${\beta }_1$

0.9765

0.0002

0.0000

${\gamma }_1$

0.3662

0.0344

0.0000

${\pi }_2$

0.0580

0.0074

0.0000