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- ====================================================================
- Model: ARMA BIC: 4425.8495
- Dependent Variable: Recovered Log-Likelihood: -2198.5
- 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: 222.334
- No. Iterations: 37.0000 HQIC: 4414.511
- AIC: 4406.9768
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 225.9018 259.6955 0.8699 0.3844 -283.0921 734.8957
- ar.L1.Recovered 0.9754 0.0116 84.3815 0.0000 0.9527 0.9981
- ma.L1.Recovered -0.9000 0.0532 -16.9232 0.0000 -1.0042 -0.7957
- ma.L2.Recovered 0.4743 0.0450 10.5469 0.0000 0.3862 0.5624
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0252 0.0000 1.0252 0.0000
- MA.1 0.9487 -1.0992 1.4520 -0.1367
- MA.2 0.9487 1.0992 1.4520 0.1367
- ====================================================================
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