Table 2.

Definition of models.

Model	Order	Definition
ARIMA-SIC	ar [0,1,1]	ARIMA based on SIC
ARIMA–SIC–WAR	ar [0,1,1]	ARIMA based on SIC with war dummy
ARIMA-AIC	ar [1,1,2]	ARIMA based on AIC
ARIMA-AIC-WAR	ar [1,1,2]	ARIMA based on AIC with war dummy
TARMA	TARMA (1,1,2,1)	TARMA without war dummy
TARMA-WAR	TARMA (1,1,2,1)	TARMA with war dummy
ENNREG	–	ENNREG without war dummy
ENNREG-WAR	–	ENNREG with war dummy