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