The final project of DASE Introduction, the analysis of COVID-19
You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
 
 

26 regels
1.8 KiB

====================================================================
Model: ARMA BIC: 3735.4399
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: 22.0000 HQIC: 3721.834
AIC: 3712.7926
---------------------------------------------------------------------
Coef. Std.Err. t P>|t| [0.025 0.975]
---------------------------------------------------------------------
const 14.9469 9.6890 1.5427 0.1229 -4.0431 33.9369
ar.L1.Deaths 0.9104 0.1014 8.9811 0.0000 0.7117 1.1091
ar.L2.Deaths 0.0331 0.0753 0.4392 0.6605 -0.1145 0.1807
ar.L3.Deaths 0.0017 0.0640 0.0274 0.9782 -0.1236 0.1271
ma.L1.Deaths -0.8705 0.0852 -10.2167 0.0000 -1.0375 -0.7035
-----------------------------------------------------------------------------
Real Imaginary Modulus Frequency
-----------------------------------------------------------------------------
AR.1 1.0557 -0.0000 1.0557 -0.0000
AR.2 -9.9790 -21.0184 23.2670 -0.3205
AR.3 -9.9790 21.0184 23.2670 0.3205
MA.1 1.1488 0.0000 1.1488 0.0000
====================================================================