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- ====================================================================
- Model: ARMA BIC: 4436.9461
- Dependent Variable: Recovered Log-Likelihood: -2204.0
- Date: 2021-01-05 20:30 Scale: 1.0000
- No. Observations: 322 Method: css-mle
- Df Model: 4 Sample: 01-23-2020
- Df Residuals: 318 12-09-2020
- Converged: 1.0000 S.D. of innovations: 226.280
- No. Iterations: 20.0000 HQIC: 4425.608
- AIC: 4418.0734
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 210.9431 294.1785 0.7171 0.4733 -365.6361 787.5223
- ar.L1.Recovered 0.1056 0.0516 2.0466 0.0407 0.0045 0.2068
- ar.L2.Recovered 0.4911 0.0441 11.1458 0.0000 0.4048 0.5775
- ar.L3.Recovered 0.3665 0.0515 7.1123 0.0000 0.2655 0.4675
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0166 -0.0000 1.0166 -0.0000
- AR.2 -1.1784 -1.1382 1.6383 -0.3778
- AR.3 -1.1784 1.1382 1.6383 0.3778
- ====================================================================
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