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28 lines
1.9 KiB
28 lines
1.9 KiB
====================================================================
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Model: ARMA BIC: 4437.1557
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Dependent Variable: Recovered Log-Likelihood: -2198.4
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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: 6 Sample: 01-23-2020
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Df Residuals: 316 12-09-2020
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Converged: 1.0000 S.D. of innovations: 222.249
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No. Iterations: 39.0000 HQIC: 4421.282
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AIC: 4410.7338
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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 228.6049 258.1525 0.8855 0.3759 -277.3648 734.5746
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ar.L1.Recovered 0.3907 0.6060 0.6448 0.5191 -0.7971 1.5786
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ar.L2.Recovered 0.5696 0.5915 0.9630 0.3355 -0.5897 1.7290
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ma.L1.Recovered -0.3063 0.6033 -0.5076 0.6117 -1.4887 0.8762
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ma.L2.Recovered -0.0739 0.5313 -0.1391 0.8893 -1.1152 0.9674
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ma.L3.Recovered 0.2988 0.2743 1.0895 0.2760 -0.2388 0.8364
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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-----------------------------------------------------------------------------
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AR.1 1.0256 0.0000 1.0256 0.0000
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AR.2 -1.7116 0.0000 1.7116 0.5000
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MA.1 0.9405 -1.0788 1.4312 -0.1359
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MA.2 0.9405 1.0788 1.4312 0.1359
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MA.3 -1.6337 -0.0000 1.6337 -0.5000
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====================================================================
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