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22 rivejä
1.5 KiB
22 rivejä
1.5 KiB
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Model: ARMA BIC: 4783.8249
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Dependent Variable: Recovered Log-Likelihood: -2380.4
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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: 3 Sample: 01-23-2020
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Df Residuals: 319 12-09-2020
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Converged: 1.0000 S.D. of innovations: 392.246
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No. Iterations: 15.0000 HQIC: 4774.754
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AIC: 4768.7267
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 270.7816 45.1337 5.9995 0.0000 182.3211 359.2420
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ma.L1.Recovered 0.4547 0.0461 9.8605 0.0000 0.3643 0.5450
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ma.L2.Recovered 0.6153 0.0434 14.1647 0.0000 0.5302 0.7005
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Real Imaginary Modulus Frequency
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MA.1 -0.3695 -1.2201 1.2748 -0.2968
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MA.2 -0.3695 1.2201 1.2748 0.2968
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====================================================================
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