The final project of DASE Introduction, the analysis of COVID-19
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Model: ARMA BIC: 5350.6644
Dependent Variable: Confirmed Log-Likelihood: -2663.8
Date: 2021-01-05 18:55 Scale: 1.0000
No. Observations: 322 Method: css-mle
Df Model: 3 Sample: 01-23-2020
Df Residuals: 319 12-09-2020
Converged: 1.0000 S.D. of innovations: 946.993
No. Iterations: 32.0000 HQIC: 5341.594
AIC: 5335.5662
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Coef. Std.Err. t P>|t| [0.025 0.975]
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const 289.3369 88.1978 3.2805 0.0010 116.4724 462.2014
ma.L1.Confirmed 0.4674 0.0550 8.5046 0.0000 0.3597 0.5751
ma.L2.Confirmed 0.2066 0.0482 4.2874 0.0000 0.1121 0.3010
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Real Imaginary Modulus Frequency
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MA.1 -1.1314 -1.8871 2.2003 -0.3360
MA.2 -1.1314 1.8871 2.2003 0.3360
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