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Table 3 Parameter estimation and model verification of ARIMA model

From: A comparative study on the prediction of the BP artificial neural network model and the ARIMA model in the incidence of AIDS

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