You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
26 lines
1.8 KiB
26 lines
1.8 KiB
====================================================================
|
|
Model: ARMA BIC: 3735.4081
|
|
Dependent Variable: Deaths Log-Likelihood: -1850.4
|
|
Date: 2021-01-05 20:57 Scale: 1.0000
|
|
No. Observations: 322 Method: css-mle
|
|
Df Model: 5 Sample: 01-23-2020
|
|
Df Residuals: 317 12-09-2020
|
|
Converged: 0.0000 S.D. of innovations: 75.168
|
|
No. Iterations: 45.0000 HQIC: 3721.802
|
|
AIC: 3712.7608
|
|
---------------------------------------------------------------------
|
|
Coef. Std.Err. t P>|t| [0.025 0.975]
|
|
---------------------------------------------------------------------
|
|
const 13.9244 5.6290 2.4737 0.0134 2.8918 24.9571
|
|
ar.L1.Deaths 1.9780 0.0090 218.7390 0.0000 1.9603 1.9957
|
|
ar.L2.Deaths -0.9907 0.0084 -118.4326 0.0000 -1.0071 -0.9743
|
|
ma.L1.Deaths -1.9830 nan nan nan nan nan
|
|
ma.L2.Deaths 1.0000 nan nan nan nan nan
|
|
-----------------------------------------------------------------------------
|
|
Real Imaginary Modulus Frequency
|
|
-----------------------------------------------------------------------------
|
|
AR.1 0.9983 -0.1132 1.0047 -0.0180
|
|
AR.2 0.9983 0.1132 1.0047 0.0180
|
|
MA.1 0.9915 -0.1302 1.0000 -0.0208
|
|
MA.2 0.9915 0.1302 1.0000 0.0208
|
|
====================================================================
|