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28 lines
1.9 KiB
28 lines
1.9 KiB
====================================================================
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Model: ARMA BIC: 4435.8358
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Dependent Variable: Recovered Log-Likelihood: -2197.7
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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: 221.752
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No. Iterations: 38.0000 HQIC: 4419.962
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AIC: 4409.4140
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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 236.3820 236.5531 0.9993 0.3177 -227.2536 700.0176
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ar.L1.Recovered 1.2001 0.1240 9.6790 0.0000 0.9571 1.4431
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ar.L2.Recovered -0.1122 0.1278 -0.8776 0.3801 -0.3627 0.1383
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ar.L3.Recovered -0.1093 0.0807 -1.3544 0.1756 -0.2674 0.0489
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ma.L1.Recovered -1.1224 0.1145 -9.8002 0.0000 -1.3469 -0.8979
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ma.L2.Recovered 0.5669 0.0771 7.3503 0.0000 0.4158 0.7181
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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-----------------------------------------------------------------------------
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AR.1 1.0337 0.0000 1.0337 0.0000
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AR.2 2.1185 0.0000 2.1185 0.0000
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AR.3 -4.1788 0.0000 4.1788 0.5000
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MA.1 0.9899 -0.8854 1.3281 -0.1161
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MA.2 0.9899 0.8854 1.3281 0.1161
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====================================================================
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