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26 lines
1.8 KiB
26 lines
1.8 KiB
====================================================================
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Model: ARMA BIC: 4431.4663
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Dependent Variable: Recovered Log-Likelihood: -2198.4
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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: 5 Sample: 01-23-2020
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Df Residuals: 317 12-09-2020
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Converged: 1.0000 S.D. of innovations: 222.273
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No. Iterations: 35.0000 HQIC: 4417.861
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AIC: 4408.8190
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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 228.5236 256.0263 0.8926 0.3721 -273.2787 730.3259
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ar.L1.Recovered 1.0439 0.1829 5.7061 0.0000 0.6853 1.4025
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ar.L2.Recovered -0.0678 0.1808 -0.3751 0.7076 -0.4221 0.2865
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ma.L1.Recovered -0.9607 0.1708 -5.6238 0.0000 -1.2955 -0.6259
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ma.L2.Recovered 0.5088 0.1030 4.9405 0.0000 0.3070 0.7106
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-----------------------------------------------------------------------------
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Real Imaginary Modulus Frequency
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AR.1 1.0264 0.0000 1.0264 0.0000
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AR.2 14.3696 0.0000 14.3696 0.0000
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MA.1 0.9441 -1.0364 1.4019 -0.1324
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MA.2 0.9441 1.0364 1.4019 0.1324
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====================================================================
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