Candidate models | Parameter estimate | Fitting index | Ljung-Box Test | ||||||
---|---|---|---|---|---|---|---|---|---|
AR1 | SAR1 | MA1 | SMA1 | AIC | SBC | R2 | χ2 | P | |
ARIMA (1,1,0) (1,1,0)12 | −0.0914 | − 0.3839* | – | – | − 363.82 | − 358.47 | 0.929 | 18.42 | 0.6807 |
ARIMA (0,1,1) (0,1,1)12 | – | – | −0.7900* | −0.9913* | − 374.14 | −368.79 | 0.938 | 21.60 | 0.4843 |
ARIMA (1,1,1) (1,1,0)12 | −0.2288 | −0.3835* | 0.1363 | – | − 361.82 | − 353.80 | 0.929 | 18.43 | 0.6217 |
ARIMA (1,1,1) (0,1,1)12 | −0.3295 | – | −0.2707 | 0.6712* | −374.03 | − 366.00 | 0.937 | 24.04 | 0.2909 |