25개 이상의 토픽을 선택하실 수 없습니다.
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
22 lines
1.5 KiB
22 lines
1.5 KiB
====================================================================
|
|
Model: ARMA BIC: 4783.8249
|
|
Dependent Variable: Recovered Log-Likelihood: -2380.4
|
|
Date: 2021-01-05 20:30 Scale: 1.0000
|
|
No. Observations: 322 Method: css-mle
|
|
Df Model: 3 Sample: 01-23-2020
|
|
Df Residuals: 319 12-09-2020
|
|
Converged: 1.0000 S.D. of innovations: 392.246
|
|
No. Iterations: 15.0000 HQIC: 4774.754
|
|
AIC: 4768.7267
|
|
--------------------------------------------------------------------
|
|
Coef. Std.Err. t P>|t| [0.025 0.975]
|
|
--------------------------------------------------------------------
|
|
const 270.7816 45.1337 5.9995 0.0000 182.3211 359.2420
|
|
ma.L1.Recovered 0.4547 0.0461 9.8605 0.0000 0.3643 0.5450
|
|
ma.L2.Recovered 0.6153 0.0434 14.1647 0.0000 0.5302 0.7005
|
|
-----------------------------------------------------------------------------
|
|
Real Imaginary Modulus Frequency
|
|
-----------------------------------------------------------------------------
|
|
MA.1 -0.3695 -1.2201 1.2748 -0.2968
|
|
MA.2 -0.3695 1.2201 1.2748 0.2968
|
|
====================================================================
|