Parameter | Estimate | St. error |
---|---|---|
α 0 | 4.445 | 0.288 |
α 1 | -1.560 | 0.293 |
α 2 | -1.199 | 0.295 |
α 3 | -1.219 | 0.293 |
α 4 | -1.077 | 0.294 |
α 5 | -0.663 | 0.145 |
β 0 | 3.147 | 0.123 |
β 1 | 0.316 | 0.165 |
β 2 | 0.678 | 0.166 |
β 3 | 0.362 | 0.149 |
β 4 | 0.238 | 0.140 |
β 5 | -0.054 | 0.128 |
ω 0 | -1.254 | 0.030 |
ω 1 | 0.001 | 0.046 |
ω 2 | -0.114 | 0.042 |
ω 3 | -0.090 | 0.056 |
ω 4 | -0.270 | 0.045 |
ω 5 | -0.089 | 0.060 |
| 0.146 | 0.003 |
| 0.044 | 0.001 |
ρ | -0.129 | 0.015 |