|
Model
|
AIC
|
BIC
|
Ljung-Box test
|
|---|
|
Qa
|
p
|
|---|
|
ARIMA+×5
|
1134.05
|
1144.43
|
10.679
|
0.4005
|
|
ARIMA+×6
|
1134.08
|
1144.47
|
10.274
|
0.4347
|
|
ARIMA+×7
|
1132.37
|
1142.76
|
10.982
|
0.3759
|
|
ARIMA+×8
|
1134.07
|
1144.45
|
10.272
|
0.4348
|
|
ARIMA+×5 + × 6
|
1135.97
|
1148.43
|
10.903
|
0.2985
|
|
ARIMA+×5 + × 7
|
1134.01
|
1146.47
|
10.406
|
0.3357
|
|
ARIMA+×5 + × 8
|
1135.97
|
1148.43
|
10.85
|
0.3023
|
|
ARIMA+×6 + ×7
|
1134.21
|
1146.68
|
11.149
|
0.2811
|
|
ARIMA+×6 + ×8
|
1136.06
|
1148.52
|
10.28
|
0.3456
|
|
ARIMA+×7 + ×8
|
1134.00
|
1146.46
|
11.144
|
0.2815
|
|
ARIMA+×5 + ×6 + ×7
|
1135.93
|
1150.48
|
10.502
|
0.2468
|
|
ARIMA+×5 + ×7 + ×8
|
1135.62
|
1150.16
|
10.325
|
0.2587
|
|
ARIMA+×5 + ×6 + ×8
|
1137.94
|
1152.49
|
10.926
|
0.2201
|
|
ARIMA+×6 + ×7 + ×8
|
1135.99
|
1150.53
|
11.157
|
0.2066
|
|
ARIMA+×5 + ×6 + ×7 + ×8
|
1137.61
|
1154.23
|
10.294
|
0.1861
|
- aQ denotes the statistics of Ljung-Box test
