Repository Public Research preview
1{2 "rugarch": {3 "rugarch_version": "1.5.6",4 "garch11_t": {5 "converged": true,6 "loglik": -3379.50279602402,7 "coef": {8 "mu": 0.0272520855544271,9 "omega": 0.0174152246241149,10 "alpha1": 0.0766441622812045,11 "beta1": 0.897925769946588,12 "shape": 6.9233422866082313 },14 "sigma2_last5": [15 0.331218279727791,16 0.332580388365619,17 0.386557106650745,18 0.41489230427875,19 0.39546274297321720 ],21 "fc": [22 0.373396880254564,23 0.381316596907874,24 0.389034914629954,25 0.396556955009274,26 0.403887709391963,27 0.411032042193878,28 0.417994694128454,29 0.424780285352459,30 0.431393318531763,31 0.437838181829138,32 0.444119151816078,33 0.450240396310574,34 0.456205977142725,35 0.462019852850014,36 0.467685881304048,37 0.473207822270496,38 0.478589339903933,39 0.483834005179235,40 0.488945298261143,41 0.493926610813575,42 0.498781248250204,43 0.50351243192780944 ]45 },46 "gjr11_t": {47 "converged": true,48 "loglik": -3372.99049098085,49 "coef": {50 "mu": 0.0223490291478538,51 "omega": 0.0174956405075909,52 "alpha1": 0.0426372227127993,53 "beta1": 0.900398468982572,54 "gamma1": 0.0620237392157647,55 "shape": 7.0099356670747956 },57 "sigma2_last5": [58 0.332335215434199,59 0.340484527422025,60 0.419369166473932,61 0.463058113854574,62 0.44167727192010463 ],64 "fc": [65 0.416282527426611,66 0.422974621160647,67 0.429493038742298,68 0.435842287491262,69 0.442026757751298,70 0.448050725926038,71 0.453918357436013,72 0.45963370959893,73 0.465200734435209,74 0.470623281400702,75 0.475905100048492,76 0.481049842621618,77 0.486061066578505,78 0.490942237052855,79 0.495696729249701,80 0.500327830779275,81 0.504838743930304,82 0.509232587884315,83 0.513512400872467,84 0.51768114227641,85 0.521741694674624,86 0.52569686583564987 ]88 },89 "egarch11_t": {90 "converged": true,91 "loglik": -3376.68334976327,92 "coef": {93 "mu": 0.0188171893640434,94 "omega": -0.0170849884697369,95 "alpha1": -0.0444147835573704,96 "beta1": 0.968708686881274,97 "gamma1": 0.156456196163122,98 "shape": 6.9903973411842699 },100 "sigma2_last5": [101 0.328885250801329,102 0.350822965161747,103 0.436863315480211,104 0.499447742972208,105 0.479693397387017106 ],107 "fc": [108 0.440981758288812,109 0.444761569483677,110 0.448453995963031,111 0.452060109871317,112 0.455581032094569,113 0.45901792729419,114 0.462371999182192,115 0.4656444860341,116 0.468836656435033,117 0.471949805253863,118 0.474985249839914,119 0.477944326436176,120 0.480828386802756,121 0.483638795043929,122 0.486376924632017,123 0.489044155621135,124 0.491641872043739,125 0.494171459482879,126 0.49663430281301,127 0.499031784102273,128 0.501365280669172,129 0.503636163286671130 ]131 },132 "aparch11_t": {133 "converged": true,134 "loglik": -3372.84892807275,135 "coef": {136 "mu": 0.0219498032140538,137 "omega": 0.0182869465555667,138 "alpha1": 0.0734928958434684,139 "beta1": 0.901720469927853,140 "gamma1": 0.230203192227028,141 "delta": 1.84060080476714,142 "shape": 7.0279389234871143 },144 "sigma2_last5": [145 0.332682598703389,146 0.342687583247142,147 0.423457812590537,148 0.47031035284744,149 0.448241954551476150 ],151 "fc": [152 0.420729778911146,153 0.426946162214478,154 0.433001778704925,155 0.438900519070086,156 0.444646200595584,157 0.450242566618973,158 0.455693286232804,159 0.461001954204718,160 0.46617209108646,161 0.471207143487254,162 0.476110484489945,163 0.48088541419098,164 0.485535160347515,165 0.490062879116947,166 0.494471655875874,167 0.498764506106986,168 0.502944376343734,169 0.507014145163756,170 0.510976624223076,171 0.514834559323999,172 0.518590631510407,173 0.522247458184874174 ]175 },176 "figarch11_t": {177 "converged": true,178 "loglik": -3381.97980336414,179 "coef": {180 "mu": 0.028208711165193,181 "omega": 0.0134114399389171,182 "alpha1": 0.26282947219305,183 "beta1": 0.780139313197165,184 "delta": 0.631140189523463,185 "shape": 6.41803885552558186 },187 "sigma2_last5": [188 0.299696988917735,189 0.316330648317056,190 0.390432077409812,191 0.384885199689091,192 0.343022844513784193 ],194 "fc": [195 0.339059269752477,196 0.367590095570308,197 0.368843743107776,198 0.370160945435298,199 0.373457632868578,200 0.377938383945126,201 0.382963124329593,202 0.388198567929454,203 0.393484081477849,204 0.398744620082659,205 0.403945640040183,206 0.409071431842686,207 0.414115967772256,208 0.419078001693844,209 0.423958280305449,210 0.42875861007803,211 0.433481497208184,212 0.438129181396169,213 0.442704763673238,214 0.447212036971553,215 0.451653257516078,216 0.456031281967143217 ]218 },219 "igarch11_t": {220 "converged": true,221 "loglik": -3385.51714991758,222 "coef": {223 "mu": 0.0273555996213812,224 "omega": 0.00822664842815519,225 "alpha1": 0.0911285633973949,226 "beta1": 0.908871436602605,227 "shape": 5.98132454596413228 },229 "sigma2_last5": [230 0.301577365761645,231 0.303442040727677,232 0.367868964109828,233 0.402485492370637,234 0.380584653228751235 ],236 "fc": [237 0.355184003263419,238 0.363410651691574,239 0.371637300119729,240 0.379863948547884,241 0.388090596976039,242 0.396317245404194,243 0.40454389383235,244 0.412770542260505,245 0.42099719068866,246 0.429223839116815,247 0.43745048754497,248 0.445677135973126,249 0.453903784401281,250 0.462130432829436,251 0.470357081257591,252 0.478583729685746,253 0.486810378113901,254 0.495037026542057,255 0.503263674970212,256 0.511490323398367,257 0.519716971826522,258 0.527943620254678259 ]260 },261 "cgarch11_t": {262 "converged": true,263 "loglik": -3379.76186721388,264 "coef": {265 "mu": 0.0273402099302754,266 "omega": 0.0178411646698263,267 "alpha1": 0.0472240690102781,268 "beta1": 0.926336229155417,269 "eta11": 0.973560849178106,270 "eta21": 0.0299126275164861,271 "shape": 6.89529147023611272 },273 "sigma2_last5": [274 0.331806400268661,275 0.333156933397685,276 0.387466733404178,277 0.415888052702624,278 0.3961973946619279 ],280 "fc": [281 0.373894792219397,282 0.410734909756006,283 0.417716681277378,284 0.424513858333285,285 0.431131321506913,286 0.437573822341324,287 0.443845986751214,288 0.449952318344464,289 0.455897201655865,290 0.461684905295354,291 0.467319585013005,292 0.472805286682989,293 0.478145949208632,294 0.483345407350674,295 0.488407394480744,296 0.493335545262035,297 0.498133398259106,298 0.50280439847868,299 0.507351899843266,300 0.511779167599379,301 0.516089380662085,302 0.520285633897565303 ]304 },305 "nagarch11_t": {306 "converged": true,307 "loglik": -3373.35050140171,308 "coef": {309 "mu": 0.0213271608385587,310 "omega": 0.0169277508131017,311 "alpha1": 0.0706508464116506,312 "beta1": 0.895992701235594,313 "eta21": 0.339825862746243,314 "shape": 7.06871565857494315 },316 "sigma2_last5": [317 0.320085472046233,318 0.335215163198902,319 0.410709126156738,320 0.458799430333668,321 0.445128729120879322 ],323 "fc": [324 0.423373945827428,325 0.429633698461851,326 0.435735720488707,327 0.441683986337342,328 0.447482370291107,329 0.453134649010792,330 0.458644503994484,331 0.464015523975432,332 0.469251207259498,333 0.474354964003706,334 0.479330118437384,335 0.484179911027331,336 0.488907500588426,337 0.493515966341068,338 0.498008309916754,339 0.502387457313138,340 0.50665626079982,341 0.510817500776111,342 0.514873887581995,343 0.518828063263449,344 0.522682603293291,345 0.526440018248661346 ]347 },348 "tgarch11_t": {349 "converged": true,350 "loglik": -3378.26565819207,351 "coef": {352 "mu": 0.0185075851662991,353 "omega": 0.0237242658452512,354 "alpha1": 0.0806721422971265,355 "beta1": 0.908415590277261,356 "eta11": 0.278262852619424,357 "shape": 7.02369203281082358 },359 "sigma2_last5": [360 0.339303507806645,361 0.361929596403121,362 0.446541788728846,363 0.509029924970293,364 0.488014547239253365 ],366 "fc": [367 0.446902528383541,368 0.451531432310373,369 0.456042749975163,370 0.460438686643197,371 0.464721461954639,372 0.468893304636195,373 0.472956447662954,374 0.476913123839437,375 0.480765561770887,376 0.484515982197637,377 0.488166594667179,378 0.49171959452015,379 0.495177160168002,380 0.498541450641537,381 0.501814603390865,382 0.504998732318567,383 0.508095926029051,384 0.511108246278208,385 0.514037726608485,386 0.516886371155493,387 0.519656153613176,388 0.522349016345428389 ]390 },391 "realgarch11_n": {392 "converged": false393 },394 "garch11_skewt": {395 "converged": true,396 "loglik": -3379.31479592696,397 "coef": {398 "mu": 0.0247602319116539,399 "omega": 0.017295740459104,400 "alpha1": 0.0762213395583014,401 "beta1": 0.89844516796877,402 "skew": 0.984514907132941,403 "shape": 6.94374052154004404 },405 "sigma2_last5": [406 0.330905238634026,407 0.332071373500861,408 0.385400191269274,409 0.413348758343739,410 0.394040260337795411 ],412 "fc": [413 0.372159534757372,414 0.380027174443972,415 0.387695499339791,416 0.395169558784582,417 0.402454274200687,418 0.40955444233363,419 0.41647473841062,420 0.423219719219034,421 0.429793826106908,422 0.436201387907421,423 0.442446623789292,424 0.448533646034957,425 0.454466462748379,426 0.460248980494249,427 0.465885006870329,428 0.471378253014633,429 0.476732336049089,430 0.481950781461291,431 0.487037025425924,432 0.491994417067363,433 0.496826220664968,434 0.501535617802502435 ]436 },437 "garchx_return_eq_n": {438 "converged": true,439 "loglik": -3439.50244888177,440 "coef": {441 "mu": 0.0278142395098893,442 "omega": 0.0167914737741274,443 "alpha1": 0.0689220579092629,444 "beta1": 0.905579848348357,445 "vxreg1": 1.11213028413993e-08446 }447 },448 "gas_t": {449 "converged": false,450 "note": "no likelihood returned"451 },452 "msgarch2_n": {453 "converged": true,454 "loglik": -3379.75350473294,455 "par": {456 "alpha0_1": 0.0121433325060601,457 "alpha1_1": 0.0585182450578886,458 "beta_1": 0.894015416316548,459 "alpha0_2": 0.0482276387341687,460 "alpha1_2": 0.0517716333302828,461 "beta_2": 0.947079214860811,462 "P_1_1": 0.881774029508407,463 "P_2_1": 0.693342491750305464 },465 "vol_forecast": [466 0.615970885558516,467 0.6303617363426,468 0.631160337243255,469 0.639653937388817,470 0.645631332725677,471 0.653465609161924,472 0.65295344788399,473 0.6615238072602,474 0.660162321917012,475 0.669886959891323,476 0.66992066156622,477 0.673526448521064,478 0.666070626136798,479 0.6755850647223,480 0.678013440089674,481 0.689272697602726,482 0.685925162264115,483 0.695463106233779,484 0.705379153873899,485 0.689972030311842,486 0.693895637178063,487 0.704494938686491488 ],489 "mean_removed": 0.0148342275072134490 }491 },492 "ours": {493 "garch11_t": {494 "loglik": -3379.461796995996,495 "params": {496 "mu": 0.0272552165475274,497 "omega": 0.017418392193745573,498 "alpha[1]": 0.0766713206199158,499 "beta[1]": 0.8979047644168446,500 "nu": 6.915683563286161501 },502 "converged": true503 },504 "gjr11_t": {505 "loglik": -3372.953632113916,506 "params": {507 "mu": 0.02234711621886731,508 "omega": 0.017500497241068884,509 "alpha[1]": 0.04266800772043423,510 "gamma[1]": 0.062034959552290915,511 "beta[1]": 0.9003610818426231,512 "nu": 7.002485146679242513 },514 "converged": true515 },516 "egarch11_t": {517 "loglik": -3376.6704308851477,518 "params": {519 "mu": 0.018828915964200128,520 "omega": -0.011034952859929866,521 "alpha[1]": 0.15651669565747273,522 "gamma[1]": -0.044438618764715755,523 "beta[1]": 0.9686789065580167,524 "nu": 6.98363424230133525 },526 "converged": true527 },528 "aparch11_t": {529 "loglik": -3372.7593223523118,530 "params": {531 "mu": 0.021873566385943646,532 "omega": 0.01845096728792146,533 "alpha[1]": 0.0741123489743683,534 "gamma[1]": 0.23185125233775555,535 "beta[1]": 0.9019093525442575,536 "delta": 1.810851742298129,537 "nu": 7.017009293700917538 },539 "converged": true540 },541 "figarch11_t": {542 "loglik": -3383.4506039107964,543 "params": {544 "mu": 0.027341455003779366,545 "omega": 0.018557454873431037,546 "phi": 0.2272419820409831,547 "d": 0.545516035918098,548 "beta": 0.6927227001090212,549 "nu": 6.4546568465574365550 },551 "converged": true552 },553 "garch11_skewt": {554 "loglik": -3379.275642878361,555 "params": {556 "mu": 0.0247698562671931,557 "omega": 0.017301334377567416,558 "alpha[1]": 0.07625585117671085,559 "beta[1]": 0.8984117763911253,560 "eta": 6.936304710964621,561 "lambda": -0.01552668380206145562 },563 "converged": true564 },565 "igarch11_t": {566 "loglik": -3385.466983993589,567 "params": {568 "mu": 0.027354323480404286,569 "omega": 0.008236861969721824,570 "alpha": 0.09116543468488557,571 "nu": 5.973513461861548572 },573 "converged": true574 },575 "cgarch11_t": {576 "loglik": -3379.461678802403,577 "params": {578 "mu": 0.027257000911121945,579 "omega": 0.01736733788836256,580 "rho": 0.9746416050735823,581 "phi": 0.03393172704779641,582 "alpha": 0.04272735073115051,583 "beta": 0.9317694810875947,584 "nu": 6.9169232979627395585 },586 "converged": true587 },588 "nagarch11_t": {589 "loglik": -3373.3123413949697,590 "params": {591 "mu": 0.02133256452316757,592 "omega": 0.016934592629425642,593 "alpha": 0.07068774289404209,594 "theta": 0.3397290537185268,595 "beta": 0.8959513510919638,596 "nu": 7.06163608387285597 },598 "converged": true599 },600 "realgarch11_n": {601 "loglik": -4989.212643221531,602 "params": {603 "mu": 0.01677936657297113,604 "omega": -0.0310098669169496,605 "beta": 0.7043221645737289,606 "gamma": 0.2567538036768552,607 "xi": 0.04191198028547544,608 "phi": 1.0024048779109547,609 "tau1": 0.0010267719765093414,610 "tau2": 0.013224579404035812,611 "log_sigma_u": -0.9137863869883917612 },613 "converged": true614 },615 "tgarch11_t": {616 "loglik": -3377.90868846069,617 "params": {618 "mu": 0.01844910102802636,619 "omega": 0.023611385500910617,620 "alpha[1]": 0.057964365256935116,621 "gamma[1]": 0.044879036112941945,622 "beta[1]": 0.9087627957941734,623 "nu": 7.008124248061719624 }625 },626 "garchx_return_eq_n": {627 "loglik_return_eq": -3438.586220723607,628 "params": {629 "mu": 0.02479808355478625,630 "omega": 0.012594718447088777,631 "alpha": 0.06357846956031842,632 "gamma": 0.03014516962527771,633 "beta": 0.8836427005054038,634 "omega_r": 0.02806809415988359,635 "alpha_r": 0.25763411206863546,636 "beta_r": 0.703096461404205637 }638 },639 "gas_t": {640 "loglik": -3382.3247298931783,641 "params": {642 "mu": 0.026563394804317145,643 "omega": 0.01752968423127462,644 "alpha": 0.07009304684270816,645 "beta": 0.9731633946984728,646 "nu": 7.482311787452809647 }648 },649 "msgarch2_n": {650 "loglik": -3380.1503040341104,651 "params": {652 "mu": 0.028792532353829083,653 "p11": 0.8525826361976698,654 "p22": 0.2884378038218934,655 "omega1": 0.010424987363004993,656 "alpha1": 0.05685929239804599,657 "beta1": 0.8958063753292224,658 "omega2": 0.06784174791879186,659 "alpha2": 0.07829796399601435,660 "beta2": 0.9217015511532453661 },662 "var_forecast": [663 0.3882185430826159,664 0.4044774039047424,665 0.41326620367625855,666 0.42075509939894873,667 0.42782720411159547,668 0.43461678979854085,669 0.441151672526237,670 0.4474442041543941,671 0.4535041795225775,672 0.4593406834445015,673 0.46496237003000207,674 0.47037751887572055,675 0.47559405863822757,676 0.48061958504571256,677 0.48546137724718086,678 0.49012641311300276,679 0.494621383630559,680 0.4989527064677157,681 0.5031265387627439,682 0.5071487891935675,683 0.5110251293749857,684 0.5147610046287768685 ]686 }687 },688 "comparison": {689 "garch11_t": {690 "rugarch_loglik": -3379.50279602402,691 "ours_loglik": -3379.461796995996,692 "rugarch_coef": {693 "mu": 0.0272520855544271,694 "omega": 0.0174152246241149,695 "alpha1": 0.0766441622812045,696 "beta1": 0.897925769946588,697 "shape": 6.92334228660823698 },699 "ours_params": {700 "mu": 0.0272552165475274,701 "omega": 0.017418392193745573,702 "alpha[1]": 0.0766713206199158,703 "beta[1]": 0.8979047644168446,704 "nu": 6.915683563286161705 },706 "diff": 0.04099902802408906707 },708 "gjr11_t": {709 "rugarch_loglik": -3372.99049098085,710 "ours_loglik": -3372.953632113916,711 "rugarch_coef": {712 "mu": 0.0223490291478538,713 "omega": 0.0174956405075909,714 "alpha1": 0.0426372227127993,715 "beta1": 0.900398468982572,716 "gamma1": 0.0620237392157647,717 "shape": 7.00993566707479718 },719 "ours_params": {720 "mu": 0.02234711621886731,721 "omega": 0.017500497241068884,722 "alpha[1]": 0.04266800772043423,723 "gamma[1]": 0.062034959552290915,724 "beta[1]": 0.9003610818426231,725 "nu": 7.002485146679242726 },727 "diff": 0.036858866934380785728 },729 "egarch11_t": {730 "rugarch_loglik": -3376.68334976327,731 "ours_loglik": -3376.6704308851477,732 "rugarch_coef": {733 "mu": 0.0188171893640434,734 "omega": -0.0170849884697369,735 "alpha1": -0.0444147835573704,736 "beta1": 0.968708686881274,737 "gamma1": 0.156456196163122,738 "shape": 6.99039734118426739 },740 "ours_params": {741 "mu": 0.018828915964200128,742 "omega": -0.011034952859929866,743 "alpha[1]": 0.15651669565747273,744 "gamma[1]": -0.044438618764715755,745 "beta[1]": 0.9686789065580167,746 "nu": 6.98363424230133747 },748 "diff": 0.01291887812249115749 },750 "aparch11_t": {751 "rugarch_loglik": -3372.84892807275,752 "ours_loglik": -3372.7593223523118,753 "rugarch_coef": {754 "mu": 0.0219498032140538,755 "omega": 0.0182869465555667,756 "alpha1": 0.0734928958434684,757 "beta1": 0.901720469927853,758 "gamma1": 0.230203192227028,759 "delta": 1.84060080476714,760 "shape": 7.0279389234871761 },762 "ours_params": {763 "mu": 0.021873566385943646,764 "omega": 0.01845096728792146,765 "alpha[1]": 0.0741123489743683,766 "gamma[1]": 0.23185125233775555,767 "beta[1]": 0.9019093525442575,768 "delta": 1.810851742298129,769 "nu": 7.017009293700917770 },771 "diff": 0.08960572043815773772 },773 "figarch11_t": {774 "rugarch_loglik": -3381.97980336414,775 "ours_loglik": -3383.4506039107964,776 "rugarch_coef": {777 "mu": 0.028208711165193,778 "omega": 0.0134114399389171,779 "alpha1": 0.26282947219305,780 "beta1": 0.780139313197165,781 "delta": 0.631140189523463,782 "shape": 6.41803885552558783 },784 "ours_params": {785 "mu": 0.027341455003779366,786 "omega": 0.018557454873431037,787 "phi": 0.2272419820409831,788 "d": 0.545516035918098,789 "beta": 0.6927227001090212,790 "nu": 6.4546568465574365791 },792 "diff": -1.4708005466563918793 },794 "igarch11_t": {795 "rugarch_loglik": -3385.51714991758,796 "ours_loglik": -3385.466983993589,797 "rugarch_coef": {798 "mu": 0.0273555996213812,799 "omega": 0.00822664842815519,800 "alpha1": 0.0911285633973949,801 "beta1": 0.908871436602605,802 "shape": 5.98132454596413803 },804 "ours_params": {805 "mu": 0.027354323480404286,806 "omega": 0.008236861969721824,807 "alpha": 0.09116543468488557,808 "nu": 5.973513461861548809 },810 "diff": 0.05016592399078945811 },812 "cgarch11_t": {813 "rugarch_loglik": -3379.76186721388,814 "ours_loglik": -3379.461678802403,815 "rugarch_coef": {816 "mu": 0.0273402099302754,817 "omega": 0.0178411646698263,818 "alpha1": 0.0472240690102781,819 "beta1": 0.926336229155417,820 "eta11": 0.973560849178106,821 "eta21": 0.0299126275164861,822 "shape": 6.89529147023611823 },824 "ours_params": {825 "mu": 0.027257000911121945,826 "omega": 0.01736733788836256,827 "rho": 0.9746416050735823,828 "phi": 0.03393172704779641,829 "alpha": 0.04272735073115051,830 "beta": 0.9317694810875947,831 "nu": 6.9169232979627395832 },833 "diff": 0.3001884114769382834 },835 "nagarch11_t": {836 "rugarch_loglik": -3373.35050140171,837 "ours_loglik": -3373.3123413949697,838 "rugarch_coef": {839 "mu": 0.0213271608385587,840 "omega": 0.0169277508131017,841 "alpha1": 0.0706508464116506,842 "beta1": 0.895992701235594,843 "eta21": 0.339825862746243,844 "shape": 7.06871565857494845 },846 "ours_params": {847 "mu": 0.02133256452316757,848 "omega": 0.016934592629425642,849 "alpha": 0.07068774289404209,850 "theta": 0.3397290537185268,851 "beta": 0.8959513510919638,852 "nu": 7.06163608387285853 },854 "diff": 0.038160006740326935855 },856 "garch11_skewt": {857 "rugarch_loglik": -3379.31479592696,858 "ours_loglik": -3379.275642878361,859 "rugarch_coef": {860 "mu": 0.0247602319116539,861 "omega": 0.017295740459104,862 "alpha1": 0.0762213395583014,863 "beta1": 0.89844516796877,864 "skew": 0.984514907132941,865 "shape": 6.94374052154004866 },867 "ours_params": {868 "mu": 0.0247698562671931,869 "omega": 0.017301334377567416,870 "alpha[1]": 0.07625585117671085,871 "beta[1]": 0.8984117763911253,872 "eta": 6.936304710964621,873 "lambda": -0.01552668380206145874 },875 "diff": 0.0391530485990188876 },877 "realgarch11_n": {878 "rugarch_loglik": null,879 "ours_loglik": -4989.212643221531,880 "rugarch_coef": null,881 "ours_params": {882 "mu": 0.01677936657297113,883 "omega": -0.0310098669169496,884 "beta": 0.7043221645737289,885 "gamma": 0.2567538036768552,886 "xi": 0.04191198028547544,887 "phi": 1.0024048779109547,888 "tau1": 0.0010267719765093414,889 "tau2": 0.013224579404035812,890 "log_sigma_u": -0.9137863869883917891 },892 "diff": null893 }894 }895}