Table 4.
Proportion of death | ARIMA (1,0,1) | ARIMA (1,0,2) | ARIMA (1,0,3) | ARIMA (1,0,4) | ARIMA (1,0,5) | ARIMA (1,0,6) |
---|---|---|---|---|---|---|
Significant coefficient | 2 | 1 | 4 | 5 | 5 | 1 |
Sigma2 (volatility) | 3.01 | 1.47 | 1.19 | 2.12 | −1.74 | −1.37 |
Log-likelihood | −270.46 | −268.38 | −265.79 | −256.86 | −256.72 | −261.19 |
AIC | 548.93 | 546.76 | 543.59 | 527.73 | 529.44 | 540.37 |
SBIC | 559.62 | 560.12 | 559.63 | 546.43 | 550.83 | 564.43 |