Model | Mean SBIC | Standard Deviation | Minimum | Maximum |
ARMA(1,1) | 762.83 | 197.65 | 262.24 | 997.02 |
ARX(1) | 766.1 | 193.91 | 268.43 | 993.94 |
GARCH(1,1) | 744.69 | 200 | 268.39 | 1000.46 |
ARMAX(1,1) | 761.35 | 200.18 | 262.74 | 1000.38 |
GARCHX(1,1) | 748.72 | 200.2 | 278.6 | 1011.51 |
ARMA(1,2) | 764.3 | 198.54 | 264.34 | 1005.38 |
ARMA(1,3) | 768.68 | 197.78 | 270.9 | 1007.76 |