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Results of the SPA test.
| SARIMA | SARIMAX1 | SARIMAX2 | SARIMAX3 | SARIMAX4 | SARIMA-MIDAS1 | SARIMA-MIDAS2 | |
|---|---|---|---|---|---|---|---|
| SARIMA | |||||||
| SARIMAX1 | 0.9750 | ||||||
| SARIMAX2 | 0.9870 | 0.9970 | |||||
| SARIMAX3 | 0.9510 | 1.0000 | 0.9710 | ||||
| SARIMAX4 | 0.9000 | 1.0000 | 0.9920 | 1.0000 | |||
| SARIMA-MIDAS1 | 1.0000 | 0.9520 | 0.9850 | 1.0000 | 1.0000 | ||
| SARIMA-MIDAS2 | 0.9060 | 1.0000 | 0.9560 | 0.9200 | 0.9670 | 0.9910 | |
| SARIMA-MIDAS3 | 0.9580 | 1.0000 | 0.9970 | 0.9670 | 0.9680 | 0.9960 | 0.9990 |
