The final project of DASE Introduction, the analysis of COVID-19
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Model: ARMA BIC: 3729.6649
Dependent Variable: Deaths Log-Likelihood: -1850.4
Date: 2021-01-05 20:57 Scale: 1.0000
No. Observations: 322 Method: css-mle
Df Model: 4 Sample: 01-23-2020
Df Residuals: 318 12-09-2020
Converged: 1.0000 S.D. of innovations: 75.740
No. Iterations: 24.0000 HQIC: 3718.327
AIC: 3710.7921
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 14.9472 9.6866 1.5431 0.1228 -4.0381 33.9326
ar.L1.Deaths 0.9474 0.0448 21.1304 0.0000 0.8595 1.0352
ma.L1.Deaths -0.9075 0.0715 -12.6950 0.0000 -1.0476 -0.7674
ma.L2.Deaths 0.0320 0.0586 0.5464 0.5848 -0.0829 0.1470
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Real Imaginary Modulus Frequency
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AR.1 1.0556 0.0000 1.0556 0.0000
MA.1 1.1485 0.0000 1.1485 0.0000
MA.2 27.1698 0.0000 27.1698 0.0000
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