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26 lines
1.8 KiB
26 lines
1.8 KiB
====================================================================
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Model: ARMA BIC: 4442.5882
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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: 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: 226.231
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No. Iterations: 34.0000 HQIC: 4428.982
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AIC: 4419.9409
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 211.7695 292.1043 0.7250 0.4685 -360.7445 784.2834
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ar.L1.Recovered 0.0713 0.1063 0.6710 0.5022 -0.1371 0.2797
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ar.L2.Recovered 0.5024 0.0533 9.4201 0.0000 0.3979 0.6069
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ar.L3.Recovered 0.3876 0.0760 5.1012 0.0000 0.2387 0.5366
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ma.L1.Recovered 0.0396 0.1090 0.3629 0.7167 -0.1740 0.2532
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0170 -0.0000 1.0170 -0.0000
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AR.2 -1.1566 -1.0949 1.5926 -0.3794
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AR.3 -1.1566 1.0949 1.5926 0.3794
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MA.1 -25.2824 0.0000 25.2824 0.5000
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====================================================================
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