The final project of DASE Introduction, the analysis of COVID-19
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4 years ago
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  2. Model: ARMA BIC: 3735.4081
  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: 5 Sample: 01-23-2020
  7. Df Residuals: 317 12-09-2020
  8. Converged: 0.0000 S.D. of innovations: 75.168
  9. No. Iterations: 45.0000 HQIC: 3721.802
  10. AIC: 3712.7608
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  12. Coef. Std.Err. t P>|t| [0.025 0.975]
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  14. const 13.9244 5.6290 2.4737 0.0134 2.8918 24.9571
  15. ar.L1.Deaths 1.9780 0.0090 218.7390 0.0000 1.9603 1.9957
  16. ar.L2.Deaths -0.9907 0.0084 -118.4326 0.0000 -1.0071 -0.9743
  17. ma.L1.Deaths -1.9830 nan nan nan nan nan
  18. ma.L2.Deaths 1.0000 nan nan nan nan nan
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  20. Real Imaginary Modulus Frequency
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  22. AR.1 0.9983 -0.1132 1.0047 -0.0180
  23. AR.2 0.9983 0.1132 1.0047 0.0180
  24. MA.1 0.9915 -0.1302 1.0000 -0.0208
  25. MA.2 0.9915 0.1302 1.0000 0.0208
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