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- ====================================================================
- Model: ARMA BIC: 4431.4663
- Dependent Variable: Recovered Log-Likelihood: -2198.4
- 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: 222.273
- No. Iterations: 35.0000 HQIC: 4417.861
- AIC: 4408.8190
- --------------------------------------------------------------------
- Coef. Std.Err. t P>|t| [0.025 0.975]
- --------------------------------------------------------------------
- const 228.5236 256.0263 0.8926 0.3721 -273.2787 730.3259
- ar.L1.Recovered 1.0439 0.1829 5.7061 0.0000 0.6853 1.4025
- ar.L2.Recovered -0.0678 0.1808 -0.3751 0.7076 -0.4221 0.2865
- ma.L1.Recovered -0.9607 0.1708 -5.6238 0.0000 -1.2955 -0.6259
- ma.L2.Recovered 0.5088 0.1030 4.9405 0.0000 0.3070 0.7106
- -----------------------------------------------------------------------------
- Real Imaginary Modulus Frequency
- -----------------------------------------------------------------------------
- AR.1 1.0264 0.0000 1.0264 0.0000
- AR.2 14.3696 0.0000 14.3696 0.0000
- MA.1 0.9441 -1.0364 1.4019 -0.1324
- MA.2 0.9441 1.0364 1.4019 0.1324
- ====================================================================
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