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. 2020 Feb 21;15(2):e0228812. doi: 10.1371/journal.pone.0228812

Table 3. Benchmarking of p and q lag orders, implementation time, and the value of GOF statistic for the full-search and the proposed algorithm for Trial 3.

Algorithm Statistic p q Time
(sec)
Value
X1 X2 X3
Full Search AIC 4 1 5 4 26.52 -729.78
BIC 4 1 1 4 27.39 -671.25
MASE 4 4 5 4 27.05 0.118
GMRAE 2 1 5 4 26.64 0.077
Proposed AIC 4 1 4 4 3.68 -729.26
BIC 4 1 1 4 6.35 -671.25
MASE 4 4 5 5 6.48 0.119
GMRAE 3 3 1 4 2.39 0.079