Table 5 Auto ARIMA estimated terms and AIC values
From: S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Index | ARMA terms | AIC values |
|---|---|---|
S&P BSE Sensex | (4)(0,0) | −7.316157 |
S&P BSE IT | (4)(0,0) | − 7.046173 |
From: S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Index | ARMA terms | AIC values |
|---|---|---|
S&P BSE Sensex | (4)(0,0) | −7.316157 |
S&P BSE IT | (4)(0,0) | − 7.046173 |