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- ====================================================================
- Model: ARMA BIC: 5294.6445
- Dependent Variable: Confirmed Log-Likelihood: -2630.0
- Date: 2021-01-05 19:17 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: 851.927
- No. Iterations: 31.0000 HQIC: 5281.039
- AIC: 5271.9971
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- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 295.2501 262.3417 1.1254 0.2604 -218.9302 809.4303
- ar.L1.Confirmed 0.9951 0.1055 9.4310 0.0000 0.7883 1.2020
- ar.L2.Confirmed -0.1796 0.0828 -2.1696 0.0300 -0.3419 -0.0174
- ar.L3.Confirmed 0.1247 0.0672 1.8571 0.0633 -0.0069 0.2564
- ma.L1.Confirmed -0.6550 0.0950 -6.8986 0.0000 -0.8411 -0.4689
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0585 -0.0000 1.0585 -0.0000
- AR.2 0.1908 -2.7454 2.7520 -0.2390
- AR.3 0.1908 2.7454 2.7520 0.2390
- MA.1 1.5266 0.0000 1.5266 0.0000
- ====================================================================
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