Table 1 Augmented Dickey–Fuller test and... | Emerald Publishing

Table 1

Augmented Dickey–Fuller test and ARIMA model with BIC values

Augmented Dickey–Fuller test
Null rejected	p-value	Test statistic	Lag order
True	0.01	−4.4691	3

ARIMA model with BIC values
S. No	Model	BIC value
1	ARIMA (2,1,2) (1,1,1) [12]	1137.033
2	ARIMA (0,1,0) (0,1,0) [12]	1128.19
3	ARIMA (1,1,0) (1,1,0) [12]	1125.892
4	ARIMA (0,1,1) (0,1,1) [12]	1123.946
5	ARIMA (0,1,1) (0,1,0) [12]	1122.319
6	ARIMA (0,1,1) (1,1,0) [12]	1123.911
7	ARIMA (0,1,1) (1,1,1) [12]	1127.75
8	ARIMA (1,1,1) (0,1,0) [12]	1125.399
9	ARIMA (0,1,2) (0,1,0) [12]	1125.413
10	ARIMA (1,1,0) (0,1,0) [12]	1126.401
11	ARIMA (1,1,2) (0,1,0) [12]	1129.774

ARIMA model with BIC values
S. No	Model	BIC value
1	ARIMA (2,1,2) (1,1,1) [12]	1137.033
2	ARIMA (0,1,0) (0,1,0) [12]	1128.19
3	ARIMA (1,1,0) (1,1,0) [12]	1125.892
4	ARIMA (0,1,1) (0,1,1) [12]	1123.946
5	ARIMA (0,1,1) (0,1,0) [12]	1122.319
6	ARIMA (0,1,1) (1,1,0) [12]	1123.911
7	ARIMA (0,1,1) (1,1,1) [12]	1127.75
8	ARIMA (1,1,1) (0,1,0) [12]	1125.399
9	ARIMA (0,1,2) (0,1,0) [12]	1125.413
10	ARIMA (1,1,0) (0,1,0) [12]	1126.401
11	ARIMA (1,1,2) (0,1,0) [12]	1129.774