Parameter

Estimate

Std Error

p-Value

$\mu$

−0.0003

0.0001

0.0006

$\varphi$

0.9952

0.0008

0.0000

${\theta }_1$

−0.9581

0.0000

0.0000

${\theta }_2$

−0.0334

0.0010

0.0000

${\pi }_1$

0.0005

0.0001

0.0000

$\omega$

−0.6523

0.0117

0.0000

${\alpha }_1$

−0.1153

0.0379

0.0023

${\beta }_1$

0.9531

0.0041

0.0000

${\gamma }_1$

0.5185

0.0572

0.0000

${\pi }_2$

0.3049

0.0551

0.0000