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 |