Table 7. The results of ARIMA and forecasting.
Topic | Order1 | Log Lik. | AIC | BIC | HQIC | Ljung-Box2 | Pre-1991 Gth | Post-1991 Gth | Avg Future Gth | Category |
---|---|---|---|---|---|---|---|---|---|---|
The Field | (1, 1, 1) | 344.23 | -680.47 | -672.98 | -677.640 | 0.11(0.74) | 3.03% | 9.71% | 2.51% | Benchmark |
Topic 1 | (1, 0, 1) | 441.95 | -875.89 | -868.33 | -873.023 | 0.002(0.96) | -22.19% | 15.25% | -3.64% | Cold |
Topic 2 | (0, 0, 6) | 465.19 | -914.38 | -899.25 | -908.641 | 0.38(0.54) | 14.67% | 12.91% | -241.18% | Cold |
Topic 3 | (3, 1, 1) | 387.20 | -762.41 | -751.18 | -758.167 | 0.003(0.95) | 23.58% | 12.19% | -1.42% | Cold |
Topic 4 | (2, 0, 0) | 481.49 | -954.99 | -947.42 | -952.116 | 0.006(0.94) | -5.75% | 4.62% | -6.50% | Cold |
Topic 5 | (4, 1, 0) | 455.30 | -898.60 | -887.37 | -894.357 | 0.008(0.93) | -19.13% | 28.49% | -0.11% | Cold |
Topic 6 | (4, 0, 0) | 464.02 | -916.04 | -904.69 | -911.734 | 0.086(0.77) | -3.35% | 39.61% | 0.13% | Stable |
Topic 7 | (3, 0, 0) | 458.57 | -907.15 | -897.69 | -903.561 | 0.031(0.86) | -19.67% | 18.89% | -4.85% | Cold |
Topic 8 | (3, 0, 0) | 474.18 | -938.37 | -928.91 | -934.777 | 0.097(0.76) | -26.11% | 6.70% | -1.61% | Cold |
Topic 9 | (9, 1, 0) | 433.99 | -845.98 | -825.39 | -838.200 | 0.011(0.91) | 17.91% | 36.31% | 3.69% | Hot |
Topic 11 | (1, 0, 1) | 451.47 | -894.95 | -887.38 | -892.078 | 0.43(0.51) | -5.24% | 10.07% | -2.34% | Cold |
Topic 10 | (1, 0, 1) | 477.77 | -947.54 | -939.98 | -944.673 | 0.10(0.76) | -3.11% | 7.84% | -2.58% | Cold |
Topic 12 | (0, 1, 1) | 444.82 | -883.64 | -878.03 | -881.517 | 1.49(0.23) | 25.25% | 25.17% | 0.00% | Stable |
Topic 13 | (6, 1, 3) | 446.49 | -870.98 | -850.39 | -863.198 | 0.40(0.53) | -11.91% | 19.68% | -0.32% | Cold |
Topic 14 | (8, 0, 0) | 458.75 | -897.49 | -878.57 | -890.313 | 0.007(0.93) | -1.76% | 11.88% | 3.54% | Hot |
Topic 15 | (1, 0, 0) | 455.28 | -904.56 | -898.89 | -902.408 | 0.06(0.80) | 4.84% | 14.87% | -20.01% | Cold |
Topic 16 | (3, 1, 0) | 451.93 | -893.85 | -884.50 | -890.316 | 0.002(0.97) | 2.53% | 27.63% | 1.63% | Stable |
Topic 17 | (4, 1, 0) | 462.62 | -913.24 | -902.02 | -909.000 | 0.0005(0.98) | -5.86% | 20.68% | 0.18% | Stable |
Topic 18 | (0, 1, 1) | 448.38 | -890.76 | -885.14 | -888.635 | 2.90(0.09) | -8.05% | 21.97% | 0.00% | Stable |
Topic 19 | (1, 1, 1) | 452.23 | -896.47 | -888.99 | -893.641 | 0.04(0.84) | 3.34% | 11.71% | 0.25% | Stable |
Topic 20 | (9, 1, 0) | 456.72 | -891.44 | -870.85 | -883.658 | 0.01(0.93) | -18.53% | 54.94% | 0.37% | Stable |
Topic 21 | (2, 1, 0) | 466.03 | -924.06 | -916.58 | -921.232 | 0.65(0.42) | -13.63% | 24.26% | -0.55% | Cold |
Topic 22 | (3, 0, 0) | 455.68 | -901.36 | -891.90 | -897.769 | 0.02(0.90) | -7.24% | 10.51% | 8.53% | Hot |
Topic 23 | (5, 1, 0) | 455.69 | -897.37 | -884.27 | -892.423 | 0.35(0.55) | -17.13% | 28.30% | -2.70% | Cold |
Topic 24 | (0, 1, 1) | 437.37 | -868.75 | -863.13 | -866.625 | 0.72(0.40) | 25.75% | 21.49% | 0.00% | Stable |
Topic 25 | (1, 0, 1) | 434.51 | -861.02 | -853.45 | -858.148 | 0.08(0.77) | 7.07% | 16.60% | -1.30% | Cold |
1: the order is listed as p, d, q.
2: the number in parentheses is p-value of the Ljung-Box test.