Selected ARIMA and NNAR Models for forecasting
| Routes | ARIMA-level series | ARIMA-log-transformed series | NNAR- level series | NNAR- log-transformed series |
|---|---|---|---|---|
| SEAFI composite | ARIMA(3,1,2) | ARIMA(0,1,3) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Singapore | ARIMA(1,0,3) | ARIMA(5,0,0) | SNNAR(2,1,2)52 | SNNAR(1,1,2)52 |
| Vietnam | ARIMA(0,1,4) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Thailand | ARIMA(1,1,0) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| The Philippines | ARIMA(0,1,2) | ARIMA(0,1,2) | SNNAR(7,1,4)52 | SNNAR(7,1,4)52 |
| Malaysia | ARIMA(1,1,0) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Indonesia | ARIMA(3,1,2) | ARIMA(3,1,2) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Routes | ARIMA-level series | ARIMA-log-transformed series | NNAR- level series | NNAR- log-transformed series |
|---|---|---|---|---|
| SEAFI composite | ARIMA(3,1,2) | ARIMA(0,1,3) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Singapore | ARIMA(1,0,3) | ARIMA(5,0,0) | SNNAR(2,1,2)52 | SNNAR(1,1,2)52 |
| Vietnam | ARIMA(0,1,4) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Thailand | ARIMA(1,1,0) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| The Philippines | ARIMA(0,1,2) | ARIMA(0,1,2) | SNNAR(7,1,4)52 | SNNAR(7,1,4)52 |
| Malaysia | ARIMA(1,1,0) | ARIMA(1,1,0) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
| Indonesia | ARIMA(3,1,2) | ARIMA(3,1,2) | SNNAR(2,1,2)52 | SNNAR(2,1,2)52 |
Note(s): As estimated models are based on training samples, they are the same for both one-step and four-step forecasting. Model parameters of the ARIMA models are available on request
Source(s): Authors work
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