選択できるのは25トピックまでです。
トピックは、先頭が英数字で、英数字とダッシュ('-')を使用した35文字以内のものにしてください。
24 行
1.6 KiB
24 行
1.6 KiB
====================================================================
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Model: ARMA BIC: 5291.3404
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Dependent Variable: Confirmed Log-Likelihood: -2631.2
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Date: 2021-01-05 19:11 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: 855.257
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No. Iterations: 25.0000 HQIC: 5280.002
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AIC: 5272.4677
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--------------------------------------------------------------------
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 304.6246 272.3319 1.1186 0.2633 -229.1361 838.3853
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ar.L1.Confirmed 0.9523 0.0222 42.8738 0.0000 0.9087 0.9958
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ma.L1.Confirmed -0.6014 0.0630 -9.5414 0.0000 -0.7249 -0.4778
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ma.L2.Confirmed -0.1122 0.0596 -1.8835 0.0596 -0.2289 0.0046
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0501 0.0000 1.0501 0.0000
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MA.1 1.3320 0.0000 1.3320 0.0000
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MA.2 -6.6931 0.0000 6.6931 0.5000
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====================================================================
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