The final project of DASE Introduction, the analysis of COVID-19
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Model: ARMA BIC: 3735.4384
Dependent Variable: Deaths Log-Likelihood: -1850.4
Date: 2021-01-05 20:57 Scale: 1.0000
No. Observations: 322 Method: css-mle
Df Model: 5 Sample: 01-23-2020
Df Residuals: 317 12-09-2020
Converged: 1.0000 S.D. of innovations: 75.740
No. Iterations: 27.0000 HQIC: 3721.833
AIC: 3712.7911
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 14.9355 9.6727 1.5441 0.1226 -4.0227 33.8937
ar.L1.Deaths 0.9468 0.0481 19.6943 0.0000 0.8526 1.0410
ma.L1.Deaths -0.9070 0.0734 -12.3518 0.0000 -1.0509 -0.7631
ma.L2.Deaths 0.0306 0.0739 0.4139 0.6789 -0.1142 0.1754
ma.L3.Deaths 0.0019 0.0598 0.0326 0.9740 -0.1152 0.1191
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Real Imaginary Modulus Frequency
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AR.1 1.0562 0.0000 1.0562 0.0000
MA.1 1.1505 0.0000 1.1505 0.0000
MA.2 14.3224 0.0000 14.3224 0.0000
MA.3 -31.1883 0.0000 31.1883 0.5000
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