Table 7.
Model statistics on the validation data set (monthly 2016-2017)
Model Statistics
Model
No. of
Predictors
Model Fit statistics
Ljung-Box Q(18)
Stationary
R
-squared
Normalized BIC
Statistics
DF
Sig.
Log of SbOB_Model(12, 1, 1)
3
0.656
0.660
7.111
5
0.213
Model Statistics
Model
No. of
Predictors
Model Fit statistics
Ljung-Box Q(18)
Stationary
R
-squared
Normalized BIC
Statistics
DF
Sig.
Log of SbOB_Model(12, 1, 1)
3
0.656
0.660
7.111
5
0.213
[ViewLarge]
Close Modal
Close Modal
This Feature Is Available To Subscribers Only
Sign In
or
Create an Account
Close Modal
Close Modal