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- ====================================================================
- Model: ARMA BIC: 4783.8249
- Dependent Variable: Recovered Log-Likelihood: -2380.4
- Date: 2021-01-05 20:30 Scale: 1.0000
- No. Observations: 322 Method: css-mle
- Df Model: 3 Sample: 01-23-2020
- Df Residuals: 319 12-09-2020
- Converged: 1.0000 S.D. of innovations: 392.246
- No. Iterations: 15.0000 HQIC: 4774.754
- AIC: 4768.7267
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 270.7816 45.1337 5.9995 0.0000 182.3211 359.2420
- ma.L1.Recovered 0.4547 0.0461 9.8605 0.0000 0.3643 0.5450
- ma.L2.Recovered 0.6153 0.0434 14.1647 0.0000 0.5302 0.7005
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- MA.1 -0.3695 -1.2201 1.2748 -0.2968
- MA.2 -0.3695 1.2201 1.2748 0.2968
- ====================================================================
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