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24 lines
1.6 KiB
24 lines
1.6 KiB
====================================================================
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Model: ARMA BIC: 4684.5030
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Dependent Variable: Recovered Log-Likelihood: -2327.8
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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: 4 Sample: 01-23-2020
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Df Residuals: 318 12-09-2020
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Converged: 1.0000 S.D. of innovations: 332.718
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No. Iterations: 29.0000 HQIC: 4673.165
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AIC: 4665.6302
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 270.2229 47.6922 5.6660 0.0000 176.7479 363.6980
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ma.L1.Recovered 0.4047 0.0475 8.5188 0.0000 0.3116 0.4978
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ma.L2.Recovered 0.6032 0.0327 18.4688 0.0000 0.5392 0.6672
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ma.L3.Recovered 0.5745 0.0408 14.0649 0.0000 0.4945 0.6546
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Real Imaginary Modulus Frequency
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MA.1 0.1843 -1.0923 1.1078 -0.2234
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MA.2 0.1843 1.0923 1.1078 0.2234
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MA.3 -1.4184 -0.0000 1.4184 -0.5000
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====================================================================
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