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22 wiersze
1.5 KiB
22 wiersze
1.5 KiB
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Model: ARMA BIC: 5315.4317
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Dependent Variable: Confirmed Log-Likelihood: -2646.2
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Date: 2021-01-05 19:13 Scale: 1.0000
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No. Observations: 322 Method: css-mle
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Df Model: 3 Sample: 01-23-2020
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Df Residuals: 319 12-09-2020
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Converged: 1.0000 S.D. of innovations: 896.283
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No. Iterations: 6.0000 HQIC: 5306.361
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AIC: 5300.3335
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 289.9099 141.2924 2.0518 0.0402 12.9819 566.8379
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ar.L1.Confirmed 0.4518 0.0545 8.2926 0.0000 0.3450 0.5586
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ar.L2.Confirmed 0.1973 0.0544 3.6245 0.0003 0.0906 0.3040
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Real Imaginary Modulus Frequency
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AR.1 1.3807 0.0000 1.3807 0.0000
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AR.2 -3.6702 0.0000 3.6702 0.5000
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