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28 wiersze
1.9 KiB
28 wiersze
1.9 KiB
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Model: ARMA BIC: 5301.4254
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Dependent Variable: Confirmed Log-Likelihood: -2630.5
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Date: 2021-01-05 19:15 Scale: 1.0000
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No. Observations: 322 Method: css-mle
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Df Model: 6 Sample: 01-23-2020
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Df Residuals: 316 12-09-2020
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Converged: 1.0000 S.D. of innovations: 848.909
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No. Iterations: 61.0000 HQIC: 5285.552
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AIC: 5275.0035
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 84.5661 95.5489 0.8851 0.3761 -102.7064 271.8386
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ar.L1.Confirmed 1.9752 0.0257 76.8601 0.0000 1.9249 2.0256
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ar.L2.Confirmed -0.9775 0.0274 -35.6468 0.0000 -1.0312 -0.9237
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ma.L1.Confirmed -1.6371 0.0712 -22.9889 0.0000 -1.7766 -1.4975
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ma.L2.Confirmed 0.5209 0.1131 4.6047 0.0000 0.2992 0.7426
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ma.L3.Confirmed 0.1162 0.0592 1.9633 0.0496 0.0002 0.2321
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Real Imaginary Modulus Frequency
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AR.1 1.0104 -0.0467 1.0115 -0.0073
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AR.2 1.0104 0.0467 1.0115 0.0073
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MA.1 1.0000 0.0000 1.0000 0.0000
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MA.2 1.2738 0.0000 1.2738 0.0000
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MA.3 -6.7585 0.0000 6.7585 0.5000
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====================================================================
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