Models | Fitted Model Statistics | Ljung-Box Q(18) | |||||
---|---|---|---|---|---|---|---|
Stationary R2 | RMSE | MAPE | MAE | BIC | Statistics | Sig. | |
ARIMA(0,1,0) × (0,1,0)12 | 0.000 | 0.087 | 30.213 | 0.047 | −4.848 | 78.375 | 0.000 |
ARIMA(0,1,0) × (0,1,1)12 | 0.205 | 0.057 | 26.869 | 0.037 | −5.668 | 48.93 | 0.000 |
ARIMA(0,1,0) × (1,1,0)12 | 0.115 | 0.066 | 28.243 | 0.041 | −5.361 | 53.683 | 0.000 |
ARIMA(0,1,0) × (1,1,1)12 | 0.210 | 0.057 | 26.806 | 0.037 | −5.609 | 46.879 | 0.000 |
ARIMA(0,1,1) × (0,1,0)12 | 0.274 | 0.061 | 24.461 | 0.036 | −5.522 | 30.871 | 0.021 |
ARIMA(0,1,1) × (0,1,1)12 | 0.419 | 0.045 | 22.464 | 0.030 | −6.091 | 13.909 | 0.605 |
ARIMA(0,1,1) × (1,1,0)12 | 0.365 | 0.051 | 23.118 | 0.033 | −5.834 | 13.873 | 0.608 |
ARIMA(0,1,1) × (1,1,1)12 | 0.428 | 0.046 | 22.079 | 0.030 | −6.032 | 10.764 | 0.769 |
ARIMA(1,1,0) × (0,1,0)12 | 0.197 | 0.068 | 26.551 | 0.040 | −5.307 | 53.543 | 0.000 |
ARIMA(1,1,0) × (0,1,1)12 | 0.369 | 0.049 | 23.588 | 0.033 | −5.927 | 16.727 | 0.403 |
ARIMA(1,1,0) × (1,1,0)12 | 0.305 | 0.056 | 24.379 | 0.036 | −5.665 | 19.492 | 0.244 |
ARIMA(1,1,0) × (1,1,1)12 | 0.374 | 0.049 | 23.353 | 0.033 | −5.874 | 16.066 | 0.378 |
ARIMA (1,1,1)×(0,1,0)12 | 0.274 | 0.061 | 24.485 | 0.036 | −5.479 | 30.781 | 0.014 |
ARIMA (1,1,1)×(0,1,1)12 | 0.420 | 0.045 | 22.494 | 0.030 | −6.049 | 13.949 | 0.529 |
ARIMA (1,1,1)×(1,1,0)12 | 0.365 | 0.052 | 23.095 | 0.033 | −5.790 | 13.923 | 0.531 |
ARIMA (1,1,1)×(1,1,1)12 | 0.428 | 0.046 | 22.081 | 0.030 | −5.990 | 10.758 | 0.705 |