Model | AIC | BIC | MAPE (%) |
---|---|---|---|
AR(1,1) | 882.549 | 830.050 | 231.2 |
AR(2,1) | 1111.995 | 1127.050 | 240.4 |
AR(1,1,1)(1,0,1)12 | 887.622 | 906.494 | 221.2 |
SETAR(2,2,2) | −15.000 | −11.730 | 119.8 |
SETAR(2,2,3) | −1470.000 | −1430.580 | 122.3 |
SETAR(2,4,4) | −1500.000 | −1451.227 | 117.1 |
STAR | −8.200 | −3.119 | 133.7 |
LSTAR | −12.000 | −8.355 | 130.7 |