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- ====================================================================
- Model: ARMA BIC: 4442.5882
- Dependent Variable: Recovered Log-Likelihood: -2204.0
- Date: 2021-01-05 20:30 Scale: 1.0000
- No. Observations: 322 Method: css-mle
- Df Model: 5 Sample: 01-23-2020
- Df Residuals: 317 12-09-2020
- Converged: 1.0000 S.D. of innovations: 226.231
- No. Iterations: 34.0000 HQIC: 4428.982
- AIC: 4419.9409
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 211.7695 292.1043 0.7250 0.4685 -360.7445 784.2834
- ar.L1.Recovered 0.0713 0.1063 0.6710 0.5022 -0.1371 0.2797
- ar.L2.Recovered 0.5024 0.0533 9.4201 0.0000 0.3979 0.6069
- ar.L3.Recovered 0.3876 0.0760 5.1012 0.0000 0.2387 0.5366
- ma.L1.Recovered 0.0396 0.1090 0.3629 0.7167 -0.1740 0.2532
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0170 -0.0000 1.0170 -0.0000
- AR.2 -1.1566 -1.0949 1.5926 -0.3794
- AR.3 -1.1566 1.0949 1.5926 0.3794
- MA.1 -25.2824 0.0000 25.2824 0.5000
- ====================================================================
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