Parameter | Value | Standard | CI Low | CI High | P-Value | t-statistic |
---|---|---|---|---|---|---|
initial value | deviation | Bound | Bound | |||
α | 0.1002 | 0.0340 | -0.0081 | 0.2085 | 0.0603 | 2.9434 |
β1 | 4.4381 | 0.2390 | 3.6774 | 5.1987 | 0.0003 | 18.5687 |
β2 | 0.2994 | 0.0312 | 0.2002 | 0.3985 | 0.0024 | 9.6079 |
β3 | 5.8662 | 0.1946 | 5.2469 | 6.4855 | 0.0001 | 30.1466 |
χ | 0.1388 | 0.0425 | 0.0036 | 0.2740 | 0.0469 | 3.2664 |
d1 | 0.0506 | 0.0240 | -0.0256 | 0.1269 | 0.1251 | 2.1126 |
d2 | 0.7257 | 0.1033 | 0.3968 | 1.0546 | 0.0059 | 7.0222 |
d3 | 0.0947 | 0.0572 | -0.0875 | 0.2769 | 0.1966 | 1.6543 |
δ | 0.5698 | 0.1622 | 0.0535 | 1.0861 | 0.0391 | 3.5121 |
ε | 0.5539 | 0.1130 | 0.1944 | 0.9134 | 0.0162 | 4.9029 |
g | 0.5022 | 0.1049 | 0.1682 | 0.8362 | 0.0173 | 4.7856 |
γ | 0.1444 | 0.0388 | 0.0210 | 0.2679 | 0.0337 | 3.7225 |
h | 0.3998 | 0.0687 | 0.1811 | 0.6184 | 0.0101 | 5.8184 |
k | 0.0421 | 0.0154 | -0.007 | 0.0913 | 0.0721 | 2.7281 |
Λ | 3.3510×103 | 6.6920 | 3.3300×103 | 3.3723×103 | 1.7562×10−8 | 5.0076×102 |
p1 | 0.025 | 0.0125 | -0.0146 | 0.0647 | 0.1384 | 2.0072 |
p2 | 0.3414 | 0.0538 | 0.1702 | 0.5125 | 0.0079 | 6.3472 |
ϕ | 0.0500 | 0.0255 | -0.0311 | 0.1311 | 0.1444 | 1.9630 |
ψ | 0.0510 | 0.0123 | 0.0120 | 0.0901 | 0.0252 | 4.1617 |
q1 | 0.0240 | 0.0077 | 6.7543 ×10−4 | 0.0486 | 0.0535 | 3.0952 |
q2 | 0.5425 | 0.0390 | 0.4183 | 0.6667 | 0.0008 | 13.9023 |
r | 0.9219 | 0.0259 | 0.8394 | 1.0045 | 0.0000 | 35.5518 |
ρ | 0.1993 | 0.0769 | -0.0456 | 0.4442 | 0.0811 | 2.5903 |
θ | 0.6082 | 0.1642 | 0.0856 | 1.1308 | 0.0342 | 3.7037 |
ω | 0.1986 | 0.0233 | 0.1245 | 0.2726 | 0.0034 | 8.5350 |
V(0) | 9.2311×105 | 172.1804 | 9.2256×105 | 9.2366×105 | 1.4311×10−11 | 5.3613×103 |
S(0) | 4.6139×106 | 101.8849 | 4.6136×106 | 4.6142×106 | 2.3746×10−14 | 4.5286×104 |
E(0) | 1.1199×106 | 164.3129 | 1.1194×106 | 1.1204×106 | 6.9652×10−12 | 6.8157×103 |
I(0) | 2.2255×104 | − | − | − | − | − |
J(0) | 4.8511×104 | 21.2908 | 4.8443×104 | 4.8579×104 | 1.8643×10−10 | 2.2785×103 |
L(0) | 5.7244×102 | 2.5804 | 5.6423×102 | 5.8065×102 | 2.0199×10−7 | 2.2184×102 |
R(0) | 6.9875×102 | 1.9114 | 6.9267×102 | 7.0483×102 | 4.5139×10−8 | 3.6557×102 |