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: 4453.3685
|
|
Dependent Variable: Recovered Log-Likelihood: -2212.2
|
|
Date: 2021-01-05 20:30 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: 232.189
|
|
No. Iterations: 40.0000 HQIC: 4442.030
|
|
AIC: 4434.4957
|
|
--------------------------------------------------------------------
|
|
Coef. Std.Err. t P>|t| [0.025 0.975]
|
|
--------------------------------------------------------------------
|
|
const 210.8647 291.0982 0.7244 0.4688 -359.6772 781.4066
|
|
ar.L1.Recovered 0.5134 0.0616 8.3396 0.0000 0.3927 0.6340
|
|
ar.L2.Recovered 0.4618 0.0597 7.7345 0.0000 0.3448 0.5788
|
|
ma.L1.Recovered -0.3519 0.0543 -6.4745 0.0000 -0.4584 -0.2453
|
|
-----------------------------------------------------------------------------
|
|
Real Imaginary Modulus Frequency
|
|
-----------------------------------------------------------------------------
|
|
AR.1 1.0172 0.0000 1.0172 0.0000
|
|
AR.2 -2.1288 0.0000 2.1288 0.5000
|
|
MA.1 2.8421 0.0000 2.8421 0.0000
|
|
====================================================================
|