R2

AIC

Sθ 1

S∅ 1

D

d

Θ ₂

Θ ₁

∅ 2

∅ 1

Parameters Model Models

0.8992

522.17

^***

^***

^**

^**

^***

^***

^***

0.4476

AR (1)

0.9005

522.44

^***

^***

^**

^**

^***

^***

−0.1036

0.3905

AR (2)

0.9025

524.62

^***

^***

^**

^**

^***

0.4164

^***

^***

MA (1)

0.8997

521.66

^***

^***

^**

^**

0.1998

0.4931

^***

^***

MA (2)

0.9001

522.93

^***

^***

^**

^**

^***

0.1633

^***

0.3174

ARMA (1, 1)

0.8998

523.57

^***

^***

^**

^**

0.2409

0.5787

^***

−0.0905

ARMA (1, 2)

0.909

502.31

^***

^***

^**

^**

^***

−1.000

−0.5591

1.3529

ARMA (2, 1)

0.9007

524.84

^***

^***

^**

^**

0.4290

0.5767

−0.2121

−0.1001

ARMA (2, 2)

0.8999

524.92

^***

^***

^**

1

^***

−0.8453

^***

0.3330

ARIMA (1, 1, 2)

0.8884

566.39

^***

^***

^**

2

^***

−1.000

^***

−0.2038

ARIMA (1, 2, 1)

0.8832

553.86

−0.9335

−0.0628

1

1

^***

^***

^***

−0.2196

SARIMA (1, 1, 0) (1, 1, 1) [12]

0.8832

520.43

−0.9994

−0.0038

2

1

^***

−1.000

^***

0.4294

SARIMA (1, 1, 1) (2, 2, 1) [12]