Table 2 Results of the Box-Ljung test for fitting series, the augmented Dickey-Fuller test for fitting series, the Box-Ljung test for fitting residuals, and the Kolmogorov–Smirnov test for fitting residuals (with raw data from 2013 to 2018)

Fitting series

Box-Ljung test

(df = 24)

χ²

309.47

278.12

243.01

p

 < 0.001

 < 0.001

 < 0.001

augmented Dickey–Fuller test (lag order = 4)

D-F

-5.78

-4.92

-5.17

p

 < 0.01

 < 0.01

 < 0.01

Fitting residuals

Box-Ljung test

(df = 24)

χ²

34.05

30.57

23.54

p

0.0838

0.1665

0.488

Kolmogorov–Smirnov test

D

0.1352

0.0942

0.0676

p

0.1437

0.6269

0.9296