Models | Performance criteria | AR (p) | MA (p) | Breakpoint (p) | Rainfall (RF) | Portmanteau test for residuals autocorrelation ‘white noise’ | ||
---|---|---|---|---|---|---|---|---|
AIC | BIC | Coef. | Coef. | Coef. | Lag (EW −0 ) | Lag (EW −5 ) | Q (p) | |
Univariate Arima models | ||||||||
ARIMA (0,0,2) | 1305.828 | 1319.178 | - | 0.359 (0.000) | 8.251 (0.000) | - | - | 12.92 (0.227) |
ARIMA (0,0,3) | 1303.898 | 1320.586 | - | 0.127 (0.017) | 8.382 (0.000) | - | - | 8.25 (0.604) |
ARIMA (0,0,5) | 1301.275 | 1324.638 | - | 0.189 (0.001) | 8.635 (0.000) | - | - | 3.71 (0.959) |
ARIMA (1,0,0) | 1306.692 | 1316.705 | 0.506 (0.000) | - | 8.440 (0.000) | - | - | 16.07 (0.097) |
ARIMA (1,0,1) | 1298.622 | 1311.972 | 0.786 (0.000) | −0.374 (0.000) | 9.326 (0.000) | - | - | 2.377 (0.667) |
ARIMA (1,0,3) | 1296.892 | 1316.917 | 0.989 (0.000) | −0.242 (0.000) | 16.602 (0.000) | - | - | 6.626 (0.760) |
ARIMA (2,0,0) | 1296.889 | 1310.24 | 0.238 (0.000) | - | 9.135 (0.000) | - | - | 5.502 (0.855) |
ARIMA (2,0,5) | 1302.240 | 1332.278 | −0.526 (0.004) | 0.156 (0.035) | 8.837 (0.000) | - | - | 1.851 (0.997) |
Multivariate Arimax models | ||||||||
ARIMAX (0,0,2) RF | 1265.918 | 1285.797 | - | 0.332 (0.000) | 6.467 (0.000) | 0.02 (0.000) | 0.023 (0.000) | 13.08 (0.219) |
ARIMAX (0,0,3) RF | 1263.395 | 1286.588 | - | 0.137 (0.016) | 6.542 (0.000) | 0.021 (0.000) | 0.023 (0.000) | 8.246 (0.604) |
ARIMAX (0,0,5) RF | 1262.593 | 1292.412 | - | 0.149 (0.016) | 6.905 (0.000) | 0.018 (0.004) | 0.025 (0.000) | 4.359 (0.929) |
ARIMAX (1,0,0) RF | 1263.068 | 1279.634 | 0.521 (0.000) | - | 6.572 (0.000) | 0.018 (0.001) | 0.028 (0.000) | 15.21 (0.124) |
ARIMAX (1,0,1) RF | 1258.968 | 1278.847 | 0.736 (0.000) | −0.29 (0.002) | 7.289 (0.000) | 0.016 (0.007) | 0.027 (0.000) | 7.786 (0.649) |
ARIMAX (2,0,0) RF | 1257.765 | 1277.644 | 0.192 (0.001) | - | 7.258 (0.000) | 0.017 (0.005) | 0.026 (0.000) | 5.894 (0.824) |