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20 lines
1.3 KiB
20 lines
1.3 KiB
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Model: ARMA BIC: 4895.0924
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Dependent Variable: Recovered Log-Likelihood: -2438.9
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Date: 2021-01-05 20:30 Scale: 1.0000
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No. Observations: 322 Method: css-mle
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Df Model: 2 Sample: 01-23-2020
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Df Residuals: 320 12-09-2020
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Converged: 1.0000 S.D. of innovations: 470.884
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No. Iterations: 13.0000 HQIC: 4888.290
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AIC: 4883.7687
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 271.3909 41.2916 6.5726 0.0000 190.4610 352.3209
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ma.L1.Recovered 0.5753 0.0337 17.0901 0.0000 0.5093 0.6413
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Real Imaginary Modulus Frequency
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MA.1 -1.7382 0.0000 1.7382 0.5000
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====================================================================
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