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 |