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21 lines
1.4 KiB
21 lines
1.4 KiB
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Model: ARMA BIC: 4478.0283
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Dependent Variable: Recovered Log-Likelihood: -2227.5
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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: 243.497
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No. Iterations: 19.0000 HQIC: 4468.958
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AIC: 4462.9301
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 236.9408 230.7881 1.0267 0.3046 -215.3955 689.2770
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ar.L1.Recovered 0.3326 0.0436 7.6264 0.0000 0.2471 0.4181
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ar.L2.Recovered 0.6132 0.0436 14.0549 0.0000 0.5276 0.6987
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0343 0.0000 1.0343 0.0000
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AR.2 -1.5768 0.0000 1.5768
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