SARIMA (1, 1, 2) (1, 1, 0)12 Model Fit statistics

Ljung-Box Q(18)

Model

Number of Predictors

Stationary R-squared

R-squared

RMSE

MAPE

BIC

Stat

DF

Sig.

Outliers

EXCHANGE RATE

0

0.129

0.921

0.389

4.367

−1.720

5.734

14

0.973

0