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.
24 lines
1.6 KiB
24 lines
1.6 KiB
====================================================================
|
|
Model: ARMA BIC: 5302.6036
|
|
Dependent Variable: Confirmed Log-Likelihood: -2636.9
|
|
Date: 2021-01-05 19:17 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: 870.535
|
|
No. Iterations: 31.0000 HQIC: 5291.265
|
|
AIC: 5283.7308
|
|
--------------------------------------------------------------------
|
|
Coef. Std.Err. t P>|t| [0.025 0.975]
|
|
--------------------------------------------------------------------
|
|
const 286.6449 177.5115 1.6148 0.1064 -61.2712 634.5610
|
|
ar.L1.Confirmed 0.4047 0.0540 7.4927 0.0000 0.2988 0.5105
|
|
ar.L2.Confirmed 0.0902 0.0583 1.5472 0.1218 -0.0241 0.2044
|
|
ar.L3.Confirmed 0.2359 0.0539 4.3790 0.0000 0.1303 0.3414
|
|
-----------------------------------------------------------------------------
|
|
Real Imaginary Modulus Frequency
|
|
-----------------------------------------------------------------------------
|
|
AR.1 1.1859 -0.0000 1.1859 -0.0000
|
|
AR.2 -0.7841 -1.7206 1.8908 -0.3181
|
|
AR.3 -0.7841 1.7206 1.8908 0.3181
|
|
====================================================================
|