選択できるのは25トピックまでです。
トピックは、先頭が英数字で、英数字とダッシュ('-')を使用した35文字以内のものにしてください。
28 行
1.9 KiB
28 行
1.9 KiB
====================================================================
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Model: ARMA BIC: 3741.2026
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Dependent Variable: Deaths Log-Likelihood: -1850.4
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Date: 2021-01-05 20:57 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: 75.739
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No. Iterations: 42.0000 HQIC: 3725.329
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AIC: 3714.7807
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 14.9677 9.7244 1.5392 0.1238 -4.0917 34.0272
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ar.L1.Deaths 0.3708 2.1180 0.1750 0.8610 -3.7805 4.5220
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ar.L2.Deaths 0.5476 2.0038 0.2733 0.7846 -3.3798 4.4751
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ma.L1.Deaths -0.3309 2.1184 -0.1562 0.8759 -4.4828 3.8210
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ma.L2.Deaths -0.4885 1.9266 -0.2535 0.7999 -4.2646 3.2876
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ma.L3.Deaths 0.0132 0.0973 0.1358 0.8920 -0.1775 0.2040
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0546 0.0000 1.0546 0.0000
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AR.2 -1.7316 0.0000 1.7316 0.5000
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MA.1 1.1454 0.0000 1.1454 0.0000
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MA.2 -1.7582 0.0000 1.7582 0.5000
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MA.3 37.5690 0.0000 37.5690 0.0000
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====================================================================
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