The final project of DASE Introduction, the analysis of COVID-19
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1.9 KiB

3 anni fa
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  2. Model: ARMA BIC: 3741.2026
  3. Dependent Variable: Deaths Log-Likelihood: -1850.4
  4. Date: 2021-01-05 20:57 Scale: 1.0000
  5. No. Observations: 322 Method: css-mle
  6. Df Model: 6 Sample: 01-23-2020
  7. Df Residuals: 316 12-09-2020
  8. Converged: 1.0000 S.D. of innovations: 75.739
  9. No. Iterations: 42.0000 HQIC: 3725.329
  10. AIC: 3714.7807
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  12. Coef. Std.Err. t P>|t| [0.025 0.975]
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  14. const 14.9677 9.7244 1.5392 0.1238 -4.0917 34.0272
  15. ar.L1.Deaths 0.3708 2.1180 0.1750 0.8610 -3.7805 4.5220
  16. ar.L2.Deaths 0.5476 2.0038 0.2733 0.7846 -3.3798 4.4751
  17. ma.L1.Deaths -0.3309 2.1184 -0.1562 0.8759 -4.4828 3.8210
  18. ma.L2.Deaths -0.4885 1.9266 -0.2535 0.7999 -4.2646 3.2876
  19. ma.L3.Deaths 0.0132 0.0973 0.1358 0.8920 -0.1775 0.2040
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  21. Real Imaginary Modulus Frequency
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  23. AR.1 1.0546 0.0000 1.0546 0.0000
  24. AR.2 -1.7316 0.0000 1.7316 0.5000
  25. MA.1 1.1454 0.0000 1.1454 0.0000
  26. MA.2 -1.7582 0.0000 1.7582 0.5000
  27. MA.3 37.5690 0.0000 37.5690 0.0000
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