The final project of DASE Introduction, the analysis of COVID-19
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3 年前
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  2. Model: ARMA BIC: 3724.1844
  3. Dependent Variable: Deaths Log-Likelihood: -1850.5
  4. Date: 2021-01-05 20:57 Scale: 1.0000
  5. No. Observations: 322 Method: css-mle
  6. Df Model: 3 Sample: 01-23-2020
  7. Df Residuals: 319 12-09-2020
  8. Converged: 1.0000 S.D. of innovations: 75.775
  9. No. Iterations: 21.0000 HQIC: 3715.114
  10. AIC: 3709.0862
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  12. Coef. Std.Err. t P>|t| [0.025 0.975]
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  14. const 15.1675 10.0524 1.5088 0.1313 -4.5349 34.8698
  15. ar.L1.Deaths 0.9556 0.0407 23.4832 0.0000 0.8758 1.0353
  16. ma.L1.Deaths -0.8906 0.0629 -14.1484 0.0000 -1.0139 -0.7672
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  18. Real Imaginary Modulus Frequency
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  20. AR.1 1.0465 0.0000 1.0465 0.0000
  21. MA.1 1.1229 0.0000 1.1229 0.0000
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