BIC 14.95442
X.squared df p.value
6 1,0424 6 0,9839538
12 2,225532 12 0,9989738
18 7,440712 18 0,9858536
24 14,861625 24 0,9247423
30 31,531542 30 0,3896254
36 34,098333 36 0,559289
MODELO 2b: ARMA (16,6) con todos los parmetros (EACF)
z te st of coef ficients:
BIC 17.87392
X,squared df p,value
6 0,04013805 6 0,9999987
12 0,28442019 12 1
18 3,1885167 18 0,9999558
24 6,23770331 24 0,9998978
30 16,6324632 30 0,9767261
36 17,6753257 36 0,9955544
MODELO 6b :AR (12) con algunos parmetros (ARMASUBSETS)
z te st of coef ficients:
[1] 8.516704
> BICajuste6
[1] 12.48855
X,squared df p,value
6 5,31505 6 5,04E-01
12 8,625752 12 7,35E-01
18 14,502877 18 6,96E-01
24 23,98354 24 4,63E-01
30 42,857539 30 6,03E-02
36 47,317916 36 9,82E-02