Items | (1,0,1) (0,1,1)12 | (1,0,1) (0,1,0)12 | (1,0,1 1,1,0)12 | (1,0,0) (0,1,1)12 | (1,0,1 1,1,1)12 | (1,0,0 1,1,0)12 | (1,0,0 1,1,1)12 | (1,0,0) (0,1,0)12 | (0,0,1) (0,1,1)12 | (0,0,1) (1,1,0)12 | (0,0,1) (0,1,0)12 | (0,0,0) (1,1,1)12 |
R2 | 0.696 | 0.537 | 0.613 | 0.696 | 0.697 | 0.612 | 0.696 | 0.526 | 0.575 | 0.473 | 0.346 | 0.597 |
Normalised BIC | 0.766 | 1.132 | 1.005 | 0.710 | 0.815 | 0.956 | 0.763 | 1.102 | 1.047 | 1.261 | 1.425 | 1.106 |
MAPE | 12.699 | 15.683 | 14.596 | 12.808 | 12.758 | 14.672 | 12.851 | 16.206 | 16.529 | 18.373 | 21.167 | 16.630 |
P Ljung-Box (Q) | 0.542 | 0.018 | 0.677 | 0.603 | 0.501 | 0.668 | 0.531 | 0.002 | 0.000 | 0.000 | 0.000 | 0.000 |
AR | 0.845 | 0.825 | 0.809 | 0.781 | 0.813 | 0.754 | 0.778 | 0.728 | − | − | − | − |
MA | 0.136 | 0.210 | 0.134 | − | 0.093 | − | 0.985 | − | −0.639 | −0.624 | −0.528 | −0.615 |
SAR | − | − | −0.447 | − | 0.018 | −0.460 | 0.008 | − | − | −0.473 | − | 0.100 |
SMA | 0.971 | − | − | 0.990 | 0.991 | − | − | − | 0.979 | − | − | 0.988 |
BIC, Bayesian information criterion; MAPE, mean absolute percentage error; R2, coefficient of determination.