Table 2.
Results of the Box-Ljung test for fitting series, the augmented Dickey-Fuller test for fitting series, the Box-Ljung test for fitting residuals, and the Kolmogorov–Smirnov test for fitting residuals (with raw data from 2013 to 2018)
| SARIMA | Holt-Winters | NNAR | |||
|---|---|---|---|---|---|
| Fitting series |
Box-Ljung test (df = 24) |
χ2 | 309.47 | 278.12 | 243.01 |
| p | < 0.001 | < 0.001 | < 0.001 | ||
| augmented Dickey–Fuller test (lag order = 4) | D-F | -5.78 | -4.92 | -5.17 | |
| p | < 0.01 | < 0.01 | < 0.01 | ||
| Fitting residuals |
Box-Ljung test (df = 24) |
χ2 | 34.05 | 30.57 | 23.54 |
| p | 0.0838 | 0.1665 | 0.488 | ||
| Kolmogorov–Smirnov test | D | 0.1352 | 0.0942 | 0.0676 | |
| p | 0.1437 | 0.6269 | 0.9296 |
χ2, D-F and D: the test statistic; p p-value