Unobserved Components Results
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Dep. Variable: #Passengers No. Observations: 144
Model: local level Log Likelihood -705.955
Date: Mon, 29 May 2017 AIC 1415.909
Time: 18:20:05 BIC 1421.849
Sample: 01-01-1949 HQIC 1418.323
- 12-01-1960
Covariance Type: opg
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coef std err z P>|z| [0.025 0.975]
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sigma2.irregular 1.312e-07 85.482 1.54e-09 1.000 -167.542 167.542
sigma2.level 1136.4043 176.695 6.431 0.000 790.088 1482.721
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Ljung-Box (Q): 470.66 Jarque-Bera (JB): 4.99
Prob(Q): 0.00 Prob(JB): 0.08
Heteroskedasticity (H): 9.22 Skew: -0.33
Prob(H) (two-sided): 0.00 Kurtosis: 3.64
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Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).