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26 lines
1.8 KiB
26 lines
1.8 KiB
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Model: ARMA BIC: 4431.5073
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Dependent Variable: Recovered Log-Likelihood: -2198.4
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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: 5 Sample: 01-23-2020
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Df Residuals: 317 12-09-2020
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Converged: 1.0000 S.D. of innovations: 222.290
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No. Iterations: 30.0000 HQIC: 4417.902
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AIC: 4408.8600
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 227.6514 257.3265 0.8847 0.3763 -276.6993 732.0022
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ar.L1.Recovered 0.9747 0.0119 81.7487 0.0000 0.9513 0.9981
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ma.L1.Recovered -0.8934 0.0564 -15.8354 0.0000 -1.0039 -0.7828
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ma.L2.Recovered 0.4540 0.0743 6.1073 0.0000 0.3083 0.5997
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ma.L3.Recovered 0.0231 0.0679 0.3406 0.7334 -0.1100 0.1563
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Real Imaginary Modulus Frequency
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AR.1 1.0259 0.0000 1.0259 0.0000
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MA.1 0.9443 -1.0572 1.4175 -0.1340
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MA.2 0.9443 1.0572 1.4175 0.1340
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MA.3 -21.5083 -0.0000 21.5083 -0.5000
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====================================================================
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