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24 lines
1.6 KiB
24 lines
1.6 KiB
====================================================================
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Model: ARMA BIC: 5292.1965
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Dependent Variable: Confirmed Log-Likelihood: -2631.7
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Date: 2021-01-05 19:14 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: 856.400
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No. Iterations: 34.0000 HQIC: 5280.858
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AIC: 5273.3238
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--------------------------------------------------------------------
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 301.4637 270.3988 1.1149 0.2649 -228.5082 831.4356
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ar.L1.Confirmed 1.0758 0.0837 12.8548 0.0000 0.9118 1.2398
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ar.L2.Confirmed -0.1185 0.0732 -1.6203 0.1052 -0.2619 0.0248
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ma.L1.Confirmed -0.7459 0.0600 -12.4284 0.0000 -0.8635 -0.6282
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0514 0.0000 1.0514 0.0000
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AR.2 8.0235 0.0000 8.0235 0.0000
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MA.1 1.3407 0.0000 1.3407 0.0000
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====================================================================
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