Model

R-squared

Sum squared resid

AIC

P

AR(1)

AR(2)

MA(1)

MA(2)

ARMA(2,2)

0.66983

377233.1

12.70343

0.0000

0.0001

0.0025

0.8970

ARMA(2,1)

0.656459

392510.4

12.60028

0.0000

0.0000

0.0000

ARMA(1,2)

0.586374

483078.7

12.83438

0.7526

0.0000

0.0000

ARMA(1,1)

0.523096

556982.1

12.90777

0.0272

0.1187