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24 lines
1.6 KiB
24 lines
1.6 KiB
====================================================================
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Model: ARMA BIC: 4425.8495
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Dependent Variable: Recovered Log-Likelihood: -2198.5
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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: 4 Sample: 01-23-2020
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Df Residuals: 318 12-09-2020
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Converged: 1.0000 S.D. of innovations: 222.334
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No. Iterations: 37.0000 HQIC: 4414.511
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AIC: 4406.9768
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Coef. Std.Err. t P>|t| [0.025 0.975]
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--------------------------------------------------------------------
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const 225.9018 259.6955 0.8699 0.3844 -283.0921 734.8957
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ar.L1.Recovered 0.9754 0.0116 84.3815 0.0000 0.9527 0.9981
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ma.L1.Recovered -0.9000 0.0532 -16.9232 0.0000 -1.0042 -0.7957
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ma.L2.Recovered 0.4743 0.0450 10.5469 0.0000 0.3862 0.5624
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0252 0.0000 1.0252 0.0000
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MA.1 0.9487 -1.0992 1.4520 -0.1367
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MA.2 0.9487 1.0992 1.4520 0.1367
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====================================================================
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