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- ====================================================================
- Model: ARMA BIC: 4453.3685
- Dependent Variable: Recovered Log-Likelihood: -2212.2
- 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: 232.189
- No. Iterations: 40.0000 HQIC: 4442.030
- AIC: 4434.4957
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 210.8647 291.0982 0.7244 0.4688 -359.6772 781.4066
- ar.L1.Recovered 0.5134 0.0616 8.3396 0.0000 0.3927 0.6340
- ar.L2.Recovered 0.4618 0.0597 7.7345 0.0000 0.3448 0.5788
- ma.L1.Recovered -0.3519 0.0543 -6.4745 0.0000 -0.4584 -0.2453
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0172 0.0000 1.0172 0.0000
- AR.2 -2.1288 0.0000 2.1288 0.5000
- MA.1 2.8421 0.0000 2.8421 0.0000
- ====================================================================
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