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