Model | Constant | AR1 | AR2 | MA1 | MA2 | MA3 | L-jung Box | p-value |
---|---|---|---|---|---|---|---|---|
ARIMA (0,0,2) | 10,925.17 | –1.370 | –0.837 | 0.295 | <0.05 | |||
ARIMA (0,0,3) | 10,930.33 | –1.394 | –1.166 | –0.652 | 0.887 | <0.05 | ||
ARIMA (1,0,1) | 11,016.21 | 0.901 | -0.478 | 0.843 | <0.05 | |||
ARIMA (1,0,2) | 10,985.95 | 0.830 | –0.642 | –0.381 | 0.922 | <0.05 | ||
ARIMA (2,0,0) | 10,938.22 | 1.502 | –0.663 | 0.951 | <0.05 |