| Kuwait | Qatar | Saudi | UAE | Bahrain | Oman |
---|---|---|---|---|---|---|
\(\left( {p,\,d_{m} ,\,q} \right)\) | \(\left( {1,\,d,\,1} \right)\) | \(\left( {1,\,d,\,1} \right)\) | \(\left( {0,\,d,\,0} \right)\) | \(\left( {0,\,d,\,1} \right)\) | \(\left( {0,\,d,\,0} \right)\) | \(\left( {1,\,d,\,2} \right)\) |
\(\left( {P,d_{v} ,\,Q} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) | \(\left( {1,\,\delta ,\,1} \right)\) |
\(\mu\) | Â | Â | Â | Â | Â | Â |
\(d_{m}\) | 0.101 (3.968)*** | 0.134 (3.185)*** | 0.119 (4.639)*** | 0.106 (3.148)*** | 0.089 (4.642)*** | 0.127 (3.689)*** |
\(\theta_{1}\) |  − 0.199 (− 1.821)* |  − 0.231 (− 2.145)** |  |  |  |  − 0.214 (− 1.887)** |
\(\theta_{2}\) | Â | Â | Â | Â | Â | Â |
\(\phi_{1}\) |  − 0.204 (− 1.745)* |  − 0.238 (− 2.169)** |  |  |  |  |
\(\phi_{2}\) |  −  |  −  |  |  |  |  |
\(\omega\) | 0.000 (0.000) | 0.000 (0.000) | 0.000 (0.000) | 0.000 (0.000) | 0.00 (0.000) | 0.000 (0.000) |
\(d_{v}\) | 0.422 (7.981)*** | 0.344 (4.673)*** | 0.352 (6.859)*** | 0.385 (5.763)*** | 0.433 (6.834)*** | 0.349 (8.573)*** |
\(\lambda_{V}\) | 0.412 (5.872)*** −  | 0.414 (6.583)*** | 0.407 (5.347)*** | 0.410 (4.975)*** | 0.408 (5.352)*** | 0.403 (5.874)*** |
\(\beta_{1}\) | 0.646 (5.674)*** | 0.412 (4.683)*** | 0.551 (4.784)*** | 0.476 (4.836)*** | 0.582 (6.682)*** | 0.674 (6.357)*** |
\(\varpi_{1}\) | 0.458 (3.247)*** | 0.291 (3.952)*** | 0.287 (3.781)*** | 0.373 (4.836)*** | 0.392 (3.968)*** | 0.314 (4.792)*** |
\(\hat{\upsilon }\) | 5.245 (13.451)*** | 4.137 (13.346)*** | 5.755 (12.673)*** | 5.349 (11.453)*** | 4.457 (10.785)*** | 4.561 (10.893)*** |
Skw | 0.216 (3.768)*** | 0.112 (1.775)* | 0.101 (3.786)*** | 0.099 (1.752)* | 0.201 (3.584)*** | 0.075 (1.211) |
Ex. Kurt | 3.762 (22.345)*** | 3.638 (24.674)*** | 3.667 (24.673)*** | 3.458 (23.729)*** | 3.367 (20.649)*** | 3.231 (21.658)*** |
\(Q\left( {20} \right)\) | 20.767 | 21.178 | 20.278 | 20.562 | 19.742 | 18.786 |
\(Q^{2} \left( {20} \right)\) | 10.084 | 10.564 | 10.237 | 10.023 | 10.465 | 8.872 |
\(BDS\left( 5 \right)\) | 4.676 | 4.214 | 4.773 | 4.266 | 3.547 | 3.371 |
\(\begin{gathered} Log - \hfill \\ Likelihood \hfill \\ \end{gathered}\) | 1037.985 | 1046.353 | 1044.882 | 1042.773 | 1046.448 | 1048.992 |
\(Akaike\) |  − 0.069 |  − 0.082 |  − 0.073 |  − 0.085 |  − 0.079 |  − 0.092 |