Table 1 Test results comparing the performance of the constructed models
Model | AIC | BIC |
|---|---|---|
MA(1) | 4.89 | 4.97 |
MA(2) | 4.84 | 4.94 |
SARIMA(0,1,1)(0,1,1) | 4.34 | 4.42 |
SARIMA(1,0,1)(0,1,1) | 4.36 | 4.49 |
SARIMA(1,0,2)(0,1,1) | 4.38 | 4.53 |
SARIMA(1,2,2)(0,1,1) | 4.52 | 4.68 |
multivariate SARIMA(0,1,1)(0,1,1) | 4.34 | 4.71 |
multivariate SARIMA(1,0,1)(0,1,1) | 4.34 | 4.74 |
multivariate SARIMA(1,0,2)(0,1,1) | 4.45 | 4.78 |
multivariate SARIMA(1,2,2)(0,1,1) | 4.59 | 4.93 |