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24 lines
1.6 KiB
24 lines
1.6 KiB
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Model: ARMA BIC: 4436.9461
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Dependent Variable: Recovered Log-Likelihood: -2204.0
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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: 226.280
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No. Iterations: 20.0000 HQIC: 4425.608
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AIC: 4418.0734
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 210.9431 294.1785 0.7171 0.4733 -365.6361 787.5223
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ar.L1.Recovered 0.1056 0.0516 2.0466 0.0407 0.0045 0.2068
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ar.L2.Recovered 0.4911 0.0441 11.1458 0.0000 0.4048 0.5775
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ar.L3.Recovered 0.3665 0.0515 7.1123 0.0000 0.2655 0.4675
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0166 -0.0000 1.0166 -0.0000
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AR.2 -1.1784 -1.1382 1.6383 -0.3778
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AR.3 -1.1784 1.1382 1.6383 0.3778
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====================================================================
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