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28 rader
1.9 KiB
28 rader
1.9 KiB
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Model: ARMA BIC: 5302.7321
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Dependent Variable: Confirmed Log-Likelihood: -2631.2
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Date: 2021-01-05 19:18 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: 0.0000 S.D. of innovations: 850.329
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No. Iterations: 54.0000 HQIC: 5286.859
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AIC: 5276.3102
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 75.1953 177.6969 0.4232 0.6722 -273.0841 423.4748
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ar.L1.Confirmed 2.1013 0.0716 29.3548 0.0000 1.9610 2.2416
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ar.L2.Confirmed -1.2241 0.1332 -9.1892 0.0000 -1.4852 -0.9630
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ar.L3.Confirmed 0.1209 0.0636 1.9013 0.0573 -0.0037 0.2455
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ma.L1.Confirmed -1.7851 0.0801 -22.2804 0.0000 -1.9422 -1.6281
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ma.L2.Confirmed 0.7851 0.0803 9.7739 0.0000 0.6277 0.9426
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Real Imaginary Modulus Frequency
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AR.1 1.0090 -0.0469 1.0100 -0.0074
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AR.2 1.0090 0.0469 1.0100 0.0074
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AR.3 8.1098 -0.0000 8.1098 -0.0000
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MA.1 1.0000 0.0000 1.0000 0.0000
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MA.2 1.2737 0.0000 1.2737 0.0000
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====================================================================
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