待估参数

参数估计值

标准误

T统计量

P值

${\alpha }_1$

−0.001

0.001

−1.724

0.085

${\theta }_{1,1}$

−0.191

0.048

−3.988

0.000

${\gamma }_{1,1}$

0.146

0.057

−2.530

0.017

${\theta }_{1,2}$

0.021

0.048

0.418

0.676

${\gamma }_{1,2}$

−0.071

0.062

−1.184

0.002

${\alpha }_2$

−0.001

0.001

−0.651

0.515

${\theta }_{2,1}$

0.010

0.040

0.257

0.797

${\gamma }_{2,1}$

0.014

0.049

0.292

0.771

${\theta }_{2,2}$

−0.176

0.041

−4.340

0.000

${\gamma }_{2,2}$

−0.025

0.050

−0.503

0.615