sn | MODEL | log likelihood | Akaike info criterion (AIC) | Model Rank |
1 | MA(1) | −719.33 | 1444.66 | 3 |
2 | MA(2) | −710.43 | 1428.87 | 6 |
3 | MA(3) | −697.68 | 1405.37 | 12 |
4 | MA(4) | −695.54 | 1403.08 | 11 |
5 | MA(5) | −693.31 | 1400.63 | 10 |
6 | MA(6) | −692.15 | 1400.31 | 13 |
7 | AR(1) | −694.55 | 1395.1 | 5 |
8 | ARMA(1, 1) | −692.79 | 1393.58 | 2 |
9 | ARMA(1, 2) | −692.63 | 1395.27 | 7 |
10 | ARMA(1, 3) | −691.16 | 1394.33 | 4 |
11 | ARMA(1, 4) | −690.78 | 1395.57 | 8 |
12 | ARMA(1, 5) | −689.83 | 1395.66 | 16 |
13 | ARMA(1, 6) | −689.73 | 1397.46 | 17 |
14 | SARIMA(1, 0, 1) (1, 0, 1)12 | −690.59 | 1393.17 | 1* |
15 | SARIMA(1, 0, 2) (1, 0, 2)12 | −690.35 | 1396.7 | 15 |
16 | SARIMA(1, 0, 3) (1, 0, 3)12 | −688.04 | 1396.08 | 18 |
17 | SARIMA(1, 0, 4) (1, 0, 4)12 | −687.79 | 1399.58 | 14 |
18 | SARIMA(1, 0, 5) (1, 0, 5)12 | −687.19 | 1402.38 | 19 |
19 | SARIMA(1, 0, 6) (1, 0, 6)12 | −687.08 | 1406.16 | 9 |