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26 lines
1.8 KiB
26 lines
1.8 KiB
====================================================================
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Model: ARMA BIC: 5294.8434
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Dependent Variable: Confirmed Log-Likelihood: -2630.1
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Date: 2021-01-05 19:12 Scale: 1.0000
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No. Observations: 322 Method: css-mle
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Df Model: 5 Sample: 01-23-2020
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Df Residuals: 317 12-09-2020
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Converged: 1.0000 S.D. of innovations: 852.192
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No. Iterations: 25.0000 HQIC: 5281.238
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AIC: 5272.1961
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 295.1671 262.6146 1.1240 0.2610 -219.5482 809.8823
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ar.L1.Confirmed 0.9449 0.0247 38.1870 0.0000 0.8964 0.9934
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ma.L1.Confirmed -0.6086 0.0608 -10.0054 0.0000 -0.7278 -0.4894
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ma.L2.Confirmed -0.1580 0.0639 -2.4705 0.0135 -0.2833 -0.0326
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ma.L3.Confirmed 0.0848 0.0556 1.5263 0.1269 -0.0241 0.1937
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Real Imaginary Modulus Frequency
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AR.1 1.0583 0.0000 1.0583 0.0000
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MA.1 -2.6125 0.0000 2.6125 0.5000
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MA.2 1.5356 0.0000 1.5356 0.0000
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MA.3 2.9399 0.0000 2.9399 0.0000
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====================================================================
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