==================================================================== 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 ====================================================================