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] |