Parameter

Series

Mean

Standard error

95% interval

γi

1

−0.289

0.027

[−0.342, −0.237]

2

−0.378

0.033

[−0.440, −0.314]

φi

1

0.971

0.0092

[0.954, 0.987]

2

0.962

0.0084

[0.946, 0.976]

σηi

1

0.188

0.019

[0.154, 0.225]

2

0.184

0.023

[0.146, 0.229]

ρij

1,2

0.649

0.039

[0.572, 0.725]