Dear all
When ARIMA model was used to make the unstable time series data stable. There are many model to choose. which is the best one?
Not only BIC value was shown, but also R square, Stationary R square, and Sig. The less BIC value, the better. how about the value of R square, Stationary R square, and Sig. (Details please see the add file)
the soft I used was SPSS
This section might help:
https://otexts.org/fpp2/selecting-predictors.html
Ayman Amin
Dear Ayman Amin
It is useful to me.
Thank you very much for your help.
Best wishes
•R-square is the R-squared value, an estimation of the total variation in the time series that can be explained by the model.
•This statistic provides an estimate of the proportion of the total variation in the series that is explained by the model.
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