Landing/Method

df

Box-Pierce test

Ljung-Box test

ARCH-LM test

χ²

P-value

χ²

P-value

χ²

P-value

TFL

Naïve

10

6.517

0.770

7.761

0.652

14.765

0.141

ETS (MN)

10

6.719

0.752

7.817

0.647

6.234

0.795

ARIMA

10

6.640

0.759

7.880

0.641

12.461

0.255

ANN

10

4.683

0.911

5.644

0.844

6.337

0.786

SML

Naïve

10

38.269

3.407e−05

42.276

6.696e−06

13.690

0.188

ETS (NN)

10

13.992

0.173

16.382

0.089

2.993

0.982

ARIMA

10

18.033

0.0544

20.866

0.022

6.259

0.793

ANN

10

7.636

0.664

9.410

0.494

10.500

0.398