Model Arima
Ar(1)
ar(2)
ARIMA(1,1,0)
0,6148
8
0,5803
1
0,182*
*
0,1623
*
ARIMA(0,1,1)
Ar(3)
Ma(1)
MA(2)
MA(3)
ARIMA(1,1,1)
ARIMA(3,1,0)
ARIMA(0,1,3)
ARIMA(3,1,3)
Model Arima
ARIMA(1,1,0)
ARIMA(0,1,1)
ARIMA(1,1,1)
ARIMA(3,1,0)
ARIMA(0,1,3)
ARIMA(3,1,3)
ARIMA(1,1,0)
ARIMA(0,1,1)
Homokeda
stis
Normalit
as
Autokorel
asi
Adjr2
0,0291
Likeliho
od
-1155,89
F-test
0,004
ARIMA (1,1,1)
Arima (3,1,3)
ARIMA (0,1,3)
ARIMA (3,1,0)
GARCH(1,0)
GARCH(1,1)
GARCH(1,2)
GARCH-M(1,0)
GARCH-M(1,1)
ASUMSI
MEAN