ARFIMA(p, d, q) | AIC | BIC | Fraction Difference d |
ARFIMA(1, d, 0) | 1594.423 | 1605.959 | 0.44 |
ARFIMA(1, d, 1) | 1596.422 | 1610.836 | 0.44 |
ARFIMA(2, d, 1) | 1595.143 | 1612.437 | 0.44 |
ARFIMA(1, d, 2) | 1595.026 | 1612.323 | 0.44 |
ARFIMA(2, d, 0) | 1596.387 | 1610.801 | 0.44 |
ARFIMA(0, d, 2) | 1596.0 357 | 1610.771 | 0.44 |
ARFIMA(2, d, 2) | 1596.236 | 1615.416 | 0.44 |