Table 2. Comparisons of univariate SARIMA models.
Model | R2 | Ljung-Box Q statistics | Sig. | BIC | RMSE |
---|---|---|---|---|---|
SARIMA(0,0,2)(1,1,1)12 | 0.599 | 9.631 | 0.789 | 3.628 | 5.873 |
SARIMA(0,0,2)(0,1,1)12 | 0.585 | 20.340 | 0.159 | 3.663 | 5.974 |
SARIMA(1,0,2)(0,1,1)12 | 0.587 | 16.397 | 0.290 | 3.684 | 5.972 |
SARIMA(1,0,2)(1,1,1)12 | 0.600 | 9.224 | 0.756 | 3.678 | 5.890 |