Table 3.
Model | Fitted | Test RMSE | Risk factors | |||||
---|---|---|---|---|---|---|---|---|
AIC | RMSE | Vars | Coef. | s.e. | T | P-value | ||
ARIMAX(0,1,1)(0,0,2)12 with ICs and Tmin | 393.7854 | 0.7520 | 0.6445 | |||||
ma1 | 0.3472 | 0.0714 | 4.8636 | <0.0001** | ||||
sma1 | 0.3631 | 0.0842 | 4.3105 | <0.0001** | ||||
sma2 | 0.1730 | 0.0745 | 2.3207 | 0.0215* | ||||
ICs (lag0) | 0.0047 | 0.0017 | 2.7640 | 0.0064** | ||||
Tmin (lag0) | 0.0347 | 0.0170 | 2.0484 | 0.0421* |
ARIMAX, autoregressive integrated moving average with external regressors; Fitted, fitted results; Test, test results; AIC, Akaike Information Criterion; RMSE, root mean square error; Coef., coefficient of risk factors; lag, time lag of risk factors; s.e., standard error; t, t statistic; ma1, MA(1); sma1, seasonal MA(1); sma2, seasonal MA(2).
**P < 0.01, *P < 0.05.