Model

r

σ 2

N

AIC

AR(1)

1

16.03

360

1000.81

AR(2)

2

13.09

360

929.87

MA(5)

5

14.12

360

963.13

ARMA(1, 1)

2

13.81

360

949.14

ARMA(1, 2)

3

13.24

360

935.97

ARMA(1, 3)

4

13.15

360

935.51

ARMA(1, 4)

5

13.14

360

937.24

ARMA(1, 5)

6

13.05

360

936.76