@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5362.9155 | |||
Dependent Variable: Confirmed Log-Likelihood: -2672.8 | |||
Date: 2021-01-05 18:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 973.930 | |||
No. Iterations: 23.0000 HQIC: 5356.113 | |||
AIC: 5351.5918 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 289.5405 77.9627 3.7138 0.0002 136.7364 442.3447 | |||
ma.L1.Confirmed 0.4378 0.0433 10.1095 0.0000 0.3529 0.5227 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -2.2842 0.0000 2.2842 0.5000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5350.6644 | |||
Dependent Variable: Confirmed Log-Likelihood: -2663.8 | |||
Date: 2021-01-05 18:55 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 946.993 | |||
No. Iterations: 32.0000 HQIC: 5341.594 | |||
AIC: 5335.5662 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 289.3369 88.1978 3.2805 0.0010 116.4724 462.2014 | |||
ma.L1.Confirmed 0.4674 0.0550 8.5046 0.0000 0.3597 0.5751 | |||
ma.L2.Confirmed 0.2066 0.0482 4.2874 0.0000 0.1121 0.3010 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -1.1314 -1.8871 2.2003 -0.3360 | |||
MA.2 -1.1314 1.8871 2.2003 0.3360 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5342.7083 | |||
Dependent Variable: Confirmed Log-Likelihood: -2656.9 | |||
Date: 2021-01-05 18:58 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: 926.948 | |||
No. Iterations: 23.0000 HQIC: 5331.370 | |||
AIC: 5323.8356 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 288.9815 95.8887 3.0137 0.0026 101.0431 476.9200 | |||
ma.L1.Confirmed 0.4423 0.0593 7.4637 0.0000 0.3262 0.5585 | |||
ma.L2.Confirmed 0.2255 0.0519 4.3482 0.0000 0.1238 0.3271 | |||
ma.L3.Confirmed 0.1930 0.0534 3.6151 0.0003 0.0884 0.2977 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -1.6632 -0.0000 1.6632 -0.5000 | |||
MA.2 0.2475 -1.7475 1.7649 -0.2276 | |||
MA.3 0.2475 1.7475 1.7649 0.2276 | |||
==================================================================== |
@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5322.5254 | |||
Dependent Variable: Confirmed Log-Likelihood: -2652.6 | |||
Date: 2021-01-05 18:59 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 914.483 | |||
No. Iterations: 18.0000 HQIC: 5315.723 | |||
AIC: 5311.2017 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 288.8421 116.3359 2.4828 0.0130 60.8280 516.8562 | |||
ar.L1.Confirmed 0.5637 0.0458 12.2985 0.0000 0.4739 0.6535 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.7740 0.0000 1.7740 0.0000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5289.0656 | |||
Dependent Variable: Confirmed Log-Likelihood: -2633.0 | |||
Date: 2021-01-05 19:10 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 859.915 | |||
No. Iterations: 28.0000 HQIC: 5279.995 | |||
AIC: 5273.9674 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 294.7647 257.2738 1.1457 0.2519 -209.4827 799.0121 | |||
ar.L1.Confirmed 0.9421 0.0249 37.8217 0.0000 0.8933 0.9909 | |||
ma.L1.Confirmed -0.6758 0.0571 -11.8346 0.0000 -0.7877 -0.5639 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0615 0.0000 1.0615 0.0000 | |||
MA.1 1.4797 0.0000 1.4797 0.0000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5291.3404 | |||
Dependent Variable: Confirmed Log-Likelihood: -2631.2 | |||
Date: 2021-01-05 19:11 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: 855.257 | |||
No. Iterations: 25.0000 HQIC: 5280.002 | |||
AIC: 5272.4677 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 304.6246 272.3319 1.1186 0.2633 -229.1361 838.3853 | |||
ar.L1.Confirmed 0.9523 0.0222 42.8738 0.0000 0.9087 0.9958 | |||
ma.L1.Confirmed -0.6014 0.0630 -9.5414 0.0000 -0.7249 -0.4778 | |||
ma.L2.Confirmed -0.1122 0.0596 -1.8835 0.0596 -0.2289 0.0046 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0501 0.0000 1.0501 0.0000 | |||
MA.1 1.3320 0.0000 1.3320 0.0000 | |||
MA.2 -6.6931 0.0000 6.6931 0.5000 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5294.8434 | |||
Dependent Variable: Confirmed Log-Likelihood: -2630.1 | |||
Date: 2021-01-05 19:12 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: 852.192 | |||
No. Iterations: 25.0000 HQIC: 5281.238 | |||
AIC: 5272.1961 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 295.1671 262.6146 1.1240 0.2610 -219.5482 809.8823 | |||
ar.L1.Confirmed 0.9449 0.0247 38.1870 0.0000 0.8964 0.9934 | |||
ma.L1.Confirmed -0.6086 0.0608 -10.0054 0.0000 -0.7278 -0.4894 | |||
ma.L2.Confirmed -0.1580 0.0639 -2.4705 0.0135 -0.2833 -0.0326 | |||
ma.L3.Confirmed 0.0848 0.0556 1.5263 0.1269 -0.0241 0.1937 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0583 0.0000 1.0583 0.0000 | |||
MA.1 -2.6125 0.0000 2.6125 0.5000 | |||
MA.2 1.5356 0.0000 1.5356 0.0000 | |||
MA.3 2.9399 0.0000 2.9399 0.0000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5315.4317 | |||
Dependent Variable: Confirmed Log-Likelihood: -2646.2 | |||
Date: 2021-01-05 19:13 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 896.283 | |||
No. Iterations: 6.0000 HQIC: 5306.361 | |||
AIC: 5300.3335 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 289.9099 141.2924 2.0518 0.0402 12.9819 566.8379 | |||
ar.L1.Confirmed 0.4518 0.0545 8.2926 0.0000 0.3450 0.5586 | |||
ar.L2.Confirmed 0.1973 0.0544 3.6245 0.0003 0.0906 0.3040 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.3807 0.0000 1.3807 0.0000 | |||
AR.2 -3.6702 0.0000 3.6702 0.5000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5292.1965 | |||
Dependent Variable: Confirmed Log-Likelihood: -2631.7 | |||
Date: 2021-01-05 19:14 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: 856.400 | |||
No. Iterations: 34.0000 HQIC: 5280.858 | |||
AIC: 5273.3238 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 301.4637 270.3988 1.1149 0.2649 -228.5082 831.4356 | |||
ar.L1.Confirmed 1.0758 0.0837 12.8548 0.0000 0.9118 1.2398 | |||
ar.L2.Confirmed -0.1185 0.0732 -1.6203 0.1052 -0.2619 0.0248 | |||
ma.L1.Confirmed -0.7459 0.0600 -12.4284 0.0000 -0.8635 -0.6282 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0514 0.0000 1.0514 0.0000 | |||
AR.2 8.0235 0.0000 8.0235 0.0000 | |||
MA.1 1.3407 0.0000 1.3407 0.0000 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5295.6309 | |||
Dependent Variable: Confirmed Log-Likelihood: -2630.5 | |||
Date: 2021-01-05 19:14 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: 853.238 | |||
No. Iterations: 36.0000 HQIC: 5282.025 | |||
AIC: 5272.9836 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 298.5249 266.1328 1.1217 0.2620 -223.0859 820.1357 | |||
ar.L1.Confirmed 0.2884 0.3825 0.7539 0.4509 -0.4613 1.0380 | |||
ar.L2.Confirmed 0.6255 0.3558 1.7577 0.0788 -0.0720 1.3229 | |||
ma.L1.Confirmed 0.0460 0.3541 0.1298 0.8967 -0.6481 0.7400 | |||
ma.L2.Confirmed -0.5409 0.2160 -2.5043 0.0123 -0.9642 -0.1176 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0548 0.0000 1.0548 0.0000 | |||
AR.2 -1.5158 0.0000 1.5158 0.5000 | |||
MA.1 -1.3179 0.0000 1.3179 0.5000 | |||
MA.2 1.4029 0.0000 1.4029 0.0000 | |||
==================================================================== |
@ -0,0 +1,28 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5301.4254 | |||
Dependent Variable: Confirmed Log-Likelihood: -2630.5 | |||
Date: 2021-01-05 19:15 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 6 Sample: 01-23-2020 | |||
Df Residuals: 316 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 848.909 | |||
No. Iterations: 61.0000 HQIC: 5285.552 | |||
AIC: 5275.0035 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 84.5661 95.5489 0.8851 0.3761 -102.7064 271.8386 | |||
ar.L1.Confirmed 1.9752 0.0257 76.8601 0.0000 1.9249 2.0256 | |||
ar.L2.Confirmed -0.9775 0.0274 -35.6468 0.0000 -1.0312 -0.9237 | |||
ma.L1.Confirmed -1.6371 0.0712 -22.9889 0.0000 -1.7766 -1.4975 | |||
ma.L2.Confirmed 0.5209 0.1131 4.6047 0.0000 0.2992 0.7426 | |||
ma.L3.Confirmed 0.1162 0.0592 1.9633 0.0496 0.0002 0.2321 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0104 -0.0467 1.0115 -0.0073 | |||
AR.2 1.0104 0.0467 1.0115 0.0073 | |||
MA.1 1.0000 0.0000 1.0000 0.0000 | |||
MA.2 1.2738 0.0000 1.2738 0.0000 | |||
MA.3 -6.7585 0.0000 6.7585 0.5000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5302.6036 | |||
Dependent Variable: Confirmed Log-Likelihood: -2636.9 | |||
Date: 2021-01-05 19:17 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: 870.535 | |||
No. Iterations: 31.0000 HQIC: 5291.265 | |||
AIC: 5283.7308 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 286.6449 177.5115 1.6148 0.1064 -61.2712 634.5610 | |||
ar.L1.Confirmed 0.4047 0.0540 7.4927 0.0000 0.2988 0.5105 | |||
ar.L2.Confirmed 0.0902 0.0583 1.5472 0.1218 -0.0241 0.2044 | |||
ar.L3.Confirmed 0.2359 0.0539 4.3790 0.0000 0.1303 0.3414 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.1859 -0.0000 1.1859 -0.0000 | |||
AR.2 -0.7841 -1.7206 1.8908 -0.3181 | |||
AR.3 -0.7841 1.7206 1.8908 0.3181 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
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 | |||
-------------------------------------------------------------------- | |||
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 | |||
==================================================================== |
@ -0,0 +1,28 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 5302.7321 | |||
Dependent Variable: Confirmed Log-Likelihood: -2631.2 | |||
Date: 2021-01-05 19:18 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 6 Sample: 01-23-2020 | |||
Df Residuals: 316 12-09-2020 | |||
Converged: 0.0000 S.D. of innovations: 850.329 | |||
No. Iterations: 54.0000 HQIC: 5286.859 | |||
AIC: 5276.3102 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 75.1953 177.6969 0.4232 0.6722 -273.0841 423.4748 | |||
ar.L1.Confirmed 2.1013 0.0716 29.3548 0.0000 1.9610 2.2416 | |||
ar.L2.Confirmed -1.2241 0.1332 -9.1892 0.0000 -1.4852 -0.9630 | |||
ar.L3.Confirmed 0.1209 0.0636 1.9013 0.0573 -0.0037 0.2455 | |||
ma.L1.Confirmed -1.7851 0.0801 -22.2804 0.0000 -1.9422 -1.6281 | |||
ma.L2.Confirmed 0.7851 0.0803 9.7739 0.0000 0.6277 0.9426 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0090 -0.0469 1.0100 -0.0074 | |||
AR.2 1.0090 0.0469 1.0100 0.0074 | |||
AR.3 8.1098 -0.0000 8.1098 -0.0000 | |||
MA.1 1.0000 0.0000 1.0000 0.0000 | |||
MA.2 1.2737 0.0000 1.2737 0.0000 | |||
==================================================================== |
@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3731.9711 | |||
Dependent Variable: Deaths Log-Likelihood: -1857.3 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 77.412 | |||
No. Iterations: 3.0000 HQIC: 3725.168 | |||
AIC: 3720.6474 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6868 4.6199 3.1790 0.0015 5.6319 23.7418 | |||
ma.L1.Deaths 0.0711 0.0509 1.3978 0.1622 -0.0286 0.1709 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -14.0564 0.0000 14.0564 0.5000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3734.9149 | |||
Dependent Variable: Deaths Log-Likelihood: -1855.9 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 77.071 | |||
No. Iterations: 11.0000 HQIC: 3725.844 | |||
AIC: 3719.8167 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6748 4.9531 2.9628 0.0030 4.9669 24.3826 | |||
ma.L1.Deaths 0.0663 0.0559 1.1850 0.2360 -0.0434 0.1759 | |||
ma.L2.Deaths 0.0877 0.0520 1.6853 0.0919 -0.0143 0.1897 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -0.3779 -3.3558 3.3770 -0.2678 | |||
MA.2 -0.3779 3.3558 3.3770 0.2678 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3739.3143 | |||
Dependent Variable: Deaths Log-Likelihood: -1855.2 | |||
Date: 2021-01-05 20:57 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: 76.905 | |||
No. Iterations: 7.0000 HQIC: 3727.976 | |||
AIC: 3720.4415 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6642 5.1795 2.8312 0.0046 4.5125 24.8159 | |||
ma.L1.Deaths 0.0633 0.0559 1.1311 0.2580 -0.0464 0.1729 | |||
ma.L2.Deaths 0.0847 0.0523 1.6198 0.1053 -0.0178 0.1871 | |||
ma.L3.Deaths 0.0619 0.0528 1.1725 0.2410 -0.0416 0.1654 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 0.7743 -2.2225 2.3535 -0.1966 | |||
MA.2 0.7743 2.2225 2.3535 0.1966 | |||
MA.3 -2.9168 -0.0000 2.9168 -0.5000 | |||
==================================================================== |
@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3731.5706 | |||
Dependent Variable: Deaths Log-Likelihood: -1857.1 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 77.363 | |||
No. Iterations: 13.0000 HQIC: 3724.768 | |||
AIC: 3720.2469 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6845 4.7117 3.1166 0.0018 5.4497 23.9194 | |||
ar.L1.Deaths 0.0853 0.0554 1.5377 0.1241 -0.0234 0.1939 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 11.7296 0.0000 11.7296 0.0000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3724.1844 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.5 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 75.775 | |||
No. Iterations: 21.0000 HQIC: 3715.114 | |||
AIC: 3709.0862 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 15.1675 10.0524 1.5088 0.1313 -4.5349 34.8698 | |||
ar.L1.Deaths 0.9556 0.0407 23.4832 0.0000 0.8758 1.0353 | |||
ma.L1.Deaths -0.8906 0.0629 -14.1484 0.0000 -1.0139 -0.7672 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0465 0.0000 1.0465 0.0000 | |||
MA.1 1.1229 0.0000 1.1229 0.0000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3729.6649 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 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: 75.740 | |||
No. Iterations: 24.0000 HQIC: 3718.327 | |||
AIC: 3710.7921 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.9472 9.6866 1.5431 0.1228 -4.0381 33.9326 | |||
ar.L1.Deaths 0.9474 0.0448 21.1304 0.0000 0.8595 1.0352 | |||
ma.L1.Deaths -0.9075 0.0715 -12.6950 0.0000 -1.0476 -0.7674 | |||
ma.L2.Deaths 0.0320 0.0586 0.5464 0.5848 -0.0829 0.1470 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0556 0.0000 1.0556 0.0000 | |||
MA.1 1.1485 0.0000 1.1485 0.0000 | |||
MA.2 27.1698 0.0000 27.1698 0.0000 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3735.4384 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 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: 75.740 | |||
No. Iterations: 27.0000 HQIC: 3721.833 | |||
AIC: 3712.7911 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.9355 9.6727 1.5441 0.1226 -4.0227 33.8937 | |||
ar.L1.Deaths 0.9468 0.0481 19.6943 0.0000 0.8526 1.0410 | |||
ma.L1.Deaths -0.9070 0.0734 -12.3518 0.0000 -1.0509 -0.7631 | |||
ma.L2.Deaths 0.0306 0.0739 0.4139 0.6789 -0.1142 0.1754 | |||
ma.L3.Deaths 0.0019 0.0598 0.0326 0.9740 -0.1152 0.1191 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0562 0.0000 1.0562 0.0000 | |||
MA.1 1.1505 0.0000 1.1505 0.0000 | |||
MA.2 14.3224 0.0000 14.3224 0.0000 | |||
MA.3 -31.1883 0.0000 31.1883 0.5000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3733.7991 | |||
Dependent Variable: Deaths Log-Likelihood: -1855.4 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 76.936 | |||
No. Iterations: 14.0000 HQIC: 3724.729 | |||
AIC: 3718.7009 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6659 5.2272 2.8057 0.0050 4.4207 24.9110 | |||
ar.L1.Deaths 0.0763 0.0553 1.3796 0.1677 -0.0321 0.1847 | |||
ar.L2.Deaths 0.1043 0.0553 1.8884 0.0590 -0.0040 0.2126 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 2.7516 0.0000 2.7516 0.0000 | |||
AR.2 -3.4830 0.0000 3.4830 0.5000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3729.6661 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 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: 75.740 | |||
No. Iterations: 22.0000 HQIC: 3718.328 | |||
AIC: 3710.7933 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.9546 9.6991 1.5419 0.1231 -4.0553 33.9645 | |||
ar.L1.Deaths 0.9116 0.0914 9.9766 0.0000 0.7325 1.0907 | |||
ar.L2.Deaths 0.0342 0.0627 0.5456 0.5853 -0.0887 0.1571 | |||
ma.L1.Deaths -0.8716 0.0739 -11.7948 0.0000 -1.0165 -0.7268 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0552 0.0000 1.0552 0.0000 | |||
AR.2 -27.6966 0.0000 27.6966 0.5000 | |||
MA.1 1.1473 0.0000 1.1473 0.0000 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3735.4081 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 5 Sample: 01-23-2020 | |||
Df Residuals: 317 12-09-2020 | |||
Converged: 0.0000 S.D. of innovations: 75.168 | |||
No. Iterations: 45.0000 HQIC: 3721.802 | |||
AIC: 3712.7608 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 13.9244 5.6290 2.4737 0.0134 2.8918 24.9571 | |||
ar.L1.Deaths 1.9780 0.0090 218.7390 0.0000 1.9603 1.9957 | |||
ar.L2.Deaths -0.9907 0.0084 -118.4326 0.0000 -1.0071 -0.9743 | |||
ma.L1.Deaths -1.9830 nan nan nan nan nan | |||
ma.L2.Deaths 1.0000 nan nan nan nan nan | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 0.9983 -0.1132 1.0047 -0.0180 | |||
AR.2 0.9983 0.1132 1.0047 0.0180 | |||
MA.1 0.9915 -0.1302 1.0000 -0.0208 | |||
MA.2 0.9915 0.1302 1.0000 0.0208 | |||
==================================================================== |
@ -0,0 +1,28 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3741.2026 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 6 Sample: 01-23-2020 | |||
Df Residuals: 316 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 75.739 | |||
No. Iterations: 42.0000 HQIC: 3725.329 | |||
AIC: 3714.7807 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.9677 9.7244 1.5392 0.1238 -4.0917 34.0272 | |||
ar.L1.Deaths 0.3708 2.1180 0.1750 0.8610 -3.7805 4.5220 | |||
ar.L2.Deaths 0.5476 2.0038 0.2733 0.7846 -3.3798 4.4751 | |||
ma.L1.Deaths -0.3309 2.1184 -0.1562 0.8759 -4.4828 3.8210 | |||
ma.L2.Deaths -0.4885 1.9266 -0.2535 0.7999 -4.2646 3.2876 | |||
ma.L3.Deaths 0.0132 0.0973 0.1358 0.8920 -0.1775 0.2040 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0546 0.0000 1.0546 0.0000 | |||
AR.2 -1.7316 0.0000 1.7316 0.5000 | |||
MA.1 1.1454 0.0000 1.1454 0.0000 | |||
MA.2 -1.7582 0.0000 1.7582 0.5000 | |||
MA.3 37.5690 0.0000 37.5690 0.0000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3737.6668 | |||
Dependent Variable: Deaths Log-Likelihood: -1854.4 | |||
Date: 2021-01-05 20:57 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: 76.706 | |||
No. Iterations: 16.0000 HQIC: 3726.329 | |||
AIC: 3718.7941 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.6465 5.6372 2.5982 0.0094 3.5978 25.6951 | |||
ar.L1.Deaths 0.0682 0.0555 1.2305 0.2185 -0.0405 0.1769 | |||
ar.L2.Deaths 0.0985 0.0553 1.7826 0.0747 -0.0098 0.2068 | |||
ar.L3.Deaths 0.0765 0.0553 1.3830 0.1667 -0.0319 0.1849 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.8922 -0.0000 1.8922 -0.0000 | |||
AR.2 -1.5898 -2.0931 2.6284 -0.3534 | |||
AR.3 -1.5898 2.0931 2.6284 0.3534 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 3735.4399 | |||
Dependent Variable: Deaths Log-Likelihood: -1850.4 | |||
Date: 2021-01-05 20:57 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: 75.740 | |||
No. Iterations: 22.0000 HQIC: 3721.834 | |||
AIC: 3712.7926 | |||
--------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
--------------------------------------------------------------------- | |||
const 14.9469 9.6890 1.5427 0.1229 -4.0431 33.9369 | |||
ar.L1.Deaths 0.9104 0.1014 8.9811 0.0000 0.7117 1.1091 | |||
ar.L2.Deaths 0.0331 0.0753 0.4392 0.6605 -0.1145 0.1807 | |||
ar.L3.Deaths 0.0017 0.0640 0.0274 0.9782 -0.1236 0.1271 | |||
ma.L1.Deaths -0.8705 0.0852 -10.2167 0.0000 -1.0375 -0.7035 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0557 -0.0000 1.0557 -0.0000 | |||
AR.2 -9.9790 -21.0184 23.2670 -0.3205 | |||
AR.3 -9.9790 21.0184 23.2670 0.3205 | |||
MA.1 1.1488 0.0000 1.1488 0.0000 | |||
==================================================================== |
@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4895.0924 | |||
Dependent Variable: Recovered Log-Likelihood: -2438.9 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 470.884 | |||
No. Iterations: 13.0000 HQIC: 4888.290 | |||
AIC: 4883.7687 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 271.3909 41.2916 6.5726 0.0000 190.4610 352.3209 | |||
ma.L1.Recovered 0.5753 0.0337 17.0901 0.0000 0.5093 0.6413 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -1.7382 0.0000 1.7382 0.5000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4783.8249 | |||
Dependent Variable: Recovered Log-Likelihood: -2380.4 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 392.246 | |||
No. Iterations: 15.0000 HQIC: 4774.754 | |||
AIC: 4768.7267 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 270.7816 45.1337 5.9995 0.0000 182.3211 359.2420 | |||
ma.L1.Recovered 0.4547 0.0461 9.8605 0.0000 0.3643 0.5450 | |||
ma.L2.Recovered 0.6153 0.0434 14.1647 0.0000 0.5302 0.7005 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 -0.3695 -1.2201 1.2748 -0.2968 | |||
MA.2 -0.3695 1.2201 1.2748 0.2968 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4684.5030 | |||
Dependent Variable: Recovered Log-Likelihood: -2327.8 | |||
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: 332.718 | |||
No. Iterations: 29.0000 HQIC: 4673.165 | |||
AIC: 4665.6302 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 270.2229 47.6922 5.6660 0.0000 176.7479 363.6980 | |||
ma.L1.Recovered 0.4047 0.0475 8.5188 0.0000 0.3116 0.4978 | |||
ma.L2.Recovered 0.6032 0.0327 18.4688 0.0000 0.5392 0.6672 | |||
ma.L3.Recovered 0.5745 0.0408 14.0649 0.0000 0.4945 0.6546 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
MA.1 0.1843 -1.0923 1.1078 -0.2234 | |||
MA.2 0.1843 1.0923 1.1078 0.2234 | |||
MA.3 -1.4184 -0.0000 1.4184 -0.5000 | |||
==================================================================== |
@ -0,0 +1,20 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4625.3036 | |||
Dependent Variable: Recovered Log-Likelihood: -2304.0 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 2 Sample: 01-23-2020 | |||
Df Residuals: 320 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 309.252 | |||
No. Iterations: 22.0000 HQIC: 4618.501 | |||
AIC: 4613.9799 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 263.5869 126.3315 2.0865 0.0369 15.9816 511.1921 | |||
ar.L1.Recovered 0.8662 0.0273 31.6822 0.0000 0.8126 0.9198 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.1544 0.0000 1.1544 0.0000 | |||
==================================================================== |
@ -0,0 +1,22 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4491.2163 | |||
Dependent Variable: Recovered Log-Likelihood: -2234.1 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 248.612 | |||
No. Iterations: 25.0000 HQIC: 4482.146 | |||
AIC: 4476.1181 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 211.9684 289.2837 0.7327 0.4637 -355.0172 778.9540 | |||
ar.L1.Recovered 0.9831 0.0092 107.0033 0.0000 0.9651 1.0011 | |||
ma.L1.Recovered -0.5906 0.0333 -17.7297 0.0000 -0.6559 -0.5253 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0172 0.0000 1.0172 0.0000 | |||
MA.1 1.6933 0.0000 1.6933 0.0000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
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 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4431.5073 | |||
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: 222.290 | |||
No. Iterations: 30.0000 HQIC: 4417.902 | |||
AIC: 4408.8600 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 227.6514 257.3265 0.8847 0.3763 -276.6993 732.0022 | |||
ar.L1.Recovered 0.9747 0.0119 81.7487 0.0000 0.9513 0.9981 | |||
ma.L1.Recovered -0.8934 0.0564 -15.8354 0.0000 -1.0039 -0.7828 | |||
ma.L2.Recovered 0.4540 0.0743 6.1073 0.0000 0.3083 0.5997 | |||
ma.L3.Recovered 0.0231 0.0679 0.3406 0.7334 -0.1100 0.1563 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0259 0.0000 1.0259 0.0000 | |||
MA.1 0.9443 -1.0572 1.4175 -0.1340 | |||
MA.2 0.9443 1.0572 1.4175 0.1340 | |||
MA.3 -21.5083 -0.0000 21.5083 -0.5000 | |||
==================================================================== |
@ -0,0 +1,21 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4478.0283 | |||
Dependent Variable: Recovered Log-Likelihood: -2227.5 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 3 Sample: 01-23-2020 | |||
Df Residuals: 319 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 243.497 | |||
No. Iterations: 19.0000 HQIC: 4468.958 | |||
AIC: 4462.9301 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 236.9408 230.7881 1.0267 0.3046 -215.3955 689.2770 | |||
ar.L1.Recovered 0.3326 0.0436 7.6264 0.0000 0.2471 0.4181 | |||
ar.L2.Recovered 0.6132 0.0436 14.0549 0.0000 0.5276 0.6987 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0343 0.0000 1.0343 0.0000 | |||
AR.2 -1.5768 0.0000 1.5768 |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
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 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
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 | |||
==================================================================== |
@ -0,0 +1,28 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4437.1557 | |||
Dependent Variable: Recovered Log-Likelihood: -2198.4 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 6 Sample: 01-23-2020 | |||
Df Residuals: 316 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 222.249 | |||
No. Iterations: 39.0000 HQIC: 4421.282 | |||
AIC: 4410.7338 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 228.6049 258.1525 0.8855 0.3759 -277.3648 734.5746 | |||
ar.L1.Recovered 0.3907 0.6060 0.6448 0.5191 -0.7971 1.5786 | |||
ar.L2.Recovered 0.5696 0.5915 0.9630 0.3355 -0.5897 1.7290 | |||
ma.L1.Recovered -0.3063 0.6033 -0.5076 0.6117 -1.4887 0.8762 | |||
ma.L2.Recovered -0.0739 0.5313 -0.1391 0.8893 -1.1152 0.9674 | |||
ma.L3.Recovered 0.2988 0.2743 1.0895 0.2760 -0.2388 0.8364 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0256 0.0000 1.0256 0.0000 | |||
AR.2 -1.7116 0.0000 1.7116 0.5000 | |||
MA.1 0.9405 -1.0788 1.4312 -0.1359 | |||
MA.2 0.9405 1.0788 1.4312 0.1359 | |||
MA.3 -1.6337 -0.0000 1.6337 -0.5000 | |||
==================================================================== |
@ -0,0 +1,24 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4436.9461 | |||
Dependent Variable: Recovered Log-Likelihood: -2204.0 | |||
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: 226.280 | |||
No. Iterations: 20.0000 HQIC: 4425.608 | |||
AIC: 4418.0734 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 210.9431 294.1785 0.7171 0.4733 -365.6361 787.5223 | |||
ar.L1.Recovered 0.1056 0.0516 2.0466 0.0407 0.0045 0.2068 | |||
ar.L2.Recovered 0.4911 0.0441 11.1458 0.0000 0.4048 0.5775 | |||
ar.L3.Recovered 0.3665 0.0515 7.1123 0.0000 0.2655 0.4675 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0166 -0.0000 1.0166 -0.0000 | |||
AR.2 -1.1784 -1.1382 1.6383 -0.3778 | |||
AR.3 -1.1784 1.1382 1.6383 0.3778 | |||
==================================================================== |
@ -0,0 +1,26 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4442.5882 | |||
Dependent Variable: Recovered Log-Likelihood: -2204.0 | |||
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: 226.231 | |||
No. Iterations: 34.0000 HQIC: 4428.982 | |||
AIC: 4419.9409 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 211.7695 292.1043 0.7250 0.4685 -360.7445 784.2834 | |||
ar.L1.Recovered 0.0713 0.1063 0.6710 0.5022 -0.1371 0.2797 | |||
ar.L2.Recovered 0.5024 0.0533 9.4201 0.0000 0.3979 0.6069 | |||
ar.L3.Recovered 0.3876 0.0760 5.1012 0.0000 0.2387 0.5366 | |||
ma.L1.Recovered 0.0396 0.1090 0.3629 0.7167 -0.1740 0.2532 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0170 -0.0000 1.0170 -0.0000 | |||
AR.2 -1.1566 -1.0949 1.5926 -0.3794 | |||
AR.3 -1.1566 1.0949 1.5926 0.3794 | |||
MA.1 -25.2824 0.0000 25.2824 0.5000 | |||
==================================================================== |
@ -0,0 +1,28 @@ | |||
==================================================================== | |||
Model: ARMA BIC: 4435.8358 | |||
Dependent Variable: Recovered Log-Likelihood: -2197.7 | |||
Date: 2021-01-05 20:30 Scale: 1.0000 | |||
No. Observations: 322 Method: css-mle | |||
Df Model: 6 Sample: 01-23-2020 | |||
Df Residuals: 316 12-09-2020 | |||
Converged: 1.0000 S.D. of innovations: 221.752 | |||
No. Iterations: 38.0000 HQIC: 4419.962 | |||
AIC: 4409.4140 | |||
-------------------------------------------------------------------- | |||
Coef. Std.Err. t P>|t| [0.025 0.975] | |||
-------------------------------------------------------------------- | |||
const 236.3820 236.5531 0.9993 0.3177 -227.2536 700.0176 | |||
ar.L1.Recovered 1.2001 0.1240 9.6790 0.0000 0.9571 1.4431 | |||
ar.L2.Recovered -0.1122 0.1278 -0.8776 0.3801 -0.3627 0.1383 | |||
ar.L3.Recovered -0.1093 0.0807 -1.3544 0.1756 -0.2674 0.0489 | |||
ma.L1.Recovered -1.1224 0.1145 -9.8002 0.0000 -1.3469 -0.8979 | |||
ma.L2.Recovered 0.5669 0.0771 7.3503 0.0000 0.4158 0.7181 | |||
----------------------------------------------------------------------------- | |||
Real Imaginary Modulus Frequency | |||
----------------------------------------------------------------------------- | |||
AR.1 1.0337 0.0000 1.0337 0.0000 | |||
AR.2 2.1185 0.0000 2.1185 0.0000 | |||
AR.3 -4.1788 0.0000 4.1788 0.5000 | |||
MA.1 0.9899 -0.8854 1.3281 -0.1161 | |||
MA.2 0.9899 0.8854 1.3281 0.1161 | |||
==================================================================== |