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24 lines
1.6 KiB
24 lines
1.6 KiB
====================================================================
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Model: ARMA BIC: 5342.7083
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Dependent Variable: Confirmed Log-Likelihood: -2656.9
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Date: 2021-01-05 18:58 Scale: 1.0000
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No. Observations: 322 Method: css-mle
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Df Model: 4 Sample: 01-23-2020
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Df Residuals: 318 12-09-2020
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Converged: 1.0000 S.D. of innovations: 926.948
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No. Iterations: 23.0000 HQIC: 5331.370
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AIC: 5323.8356
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 288.9815 95.8887 3.0137 0.0026 101.0431 476.9200
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ma.L1.Confirmed 0.4423 0.0593 7.4637 0.0000 0.3262 0.5585
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ma.L2.Confirmed 0.2255 0.0519 4.3482 0.0000 0.1238 0.3271
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ma.L3.Confirmed 0.1930 0.0534 3.6151 0.0003 0.0884 0.2977
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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MA.1 -1.6632 -0.0000 1.6632 -0.5000
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MA.2 0.2475 -1.7475 1.7649 -0.2276
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MA.3 0.2475 1.7475 1.7649 0.2276
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====================================================================
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