|
| McKenzie | Mountrail | Williams | Dunn |
| Model type | ARIMA(0, 1, 0) (1, 0, 0)s | ARIMA (2, 1, 0) (0, 1, 1)s | ARIMA (0, 1, 0) (1,0, 0)s | ARIMA (0, 1, 0) (1, 0, 0)s |
| AR (1) | N/A | −0.02 (0.14) | N/A | N/A |
| AR (2) | N/A | 0.23** (0.11) | N/A | N/A |
| SAR (12)/SMA (12) | 0.70*** (0.12) | 0.55*** (0.14) | 0.32*** (0.11) | 0.66*** (0.14) |
| No. of Obs. | 90 | 89 | 89 | 89 |
| MAE | 105222 | 129687 | 83597 | 79041 |
| R2 | 0.995 | 0.994 | 0.991 | 0.992 |
| Ljung-Box χ2 test for error autocorrelation | No at 5% | No at 5% | No at 5% | No at 5% |
| ADF test for trend | No at 1% | No at 1% | No at 1% | No at 1% |
| SDF test for trend | No at 1% | No at 1% | No at 1% | No at 1% |