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26 lines
1.8 KiB
26 lines
1.8 KiB
====================================================================
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Model: ARMA BIC: 5295.6309
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Dependent Variable: Confirmed Log-Likelihood: -2630.5
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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: 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: 853.238
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No. Iterations: 36.0000 HQIC: 5282.025
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AIC: 5272.9836
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 298.5249 266.1328 1.1217 0.2620 -223.0859 820.1357
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ar.L1.Confirmed 0.2884 0.3825 0.7539 0.4509 -0.4613 1.0380
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ar.L2.Confirmed 0.6255 0.3558 1.7577 0.0788 -0.0720 1.3229
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ma.L1.Confirmed 0.0460 0.3541 0.1298 0.8967 -0.6481 0.7400
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ma.L2.Confirmed -0.5409 0.2160 -2.5043 0.0123 -0.9642 -0.1176
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Real Imaginary Modulus Frequency
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AR.1 1.0548 0.0000 1.0548 0.0000
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AR.2 -1.5158 0.0000 1.5158 0.5000
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MA.1 -1.3179 0.0000 1.3179 0.5000
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MA.2 1.4029 0.0000 1.4029 0.0000
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====================================================================
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