Model | Mean SBIC | Standard Deviation | Minimum | Maximum |
ARMA(1,1) | 1137.79 | 209.74 | 819.66 | 1549.13 |
ARX(1) | 1131.82 | 209.95 | 808.75 | 1544.21 |
GARCH(1,1) | 1120.21 | 199.63 | 818.98 | 1491.85 |
ARMAX(1,1) | 1135.76 | 207.31 | 816.75 | 1540.81 |
GARCHX(1,1) | 1128.58 | 198.73 | 824.87 | 1497.83 |
AR(2) | 1137.5 | 210.52 | 819.66 | 1551.65 |
ARMA(2,1) | 1141.15 | 210.55 | 823.16 | 1554.48 |
ARMA(2,2) | 1165.62 | 203.57 | 823.99 | 1562.5 |
ARMA(2,3) | 1148.32 | 210.24 | 829.4 | 1564.27 |