Table 4 Characteristics of ARIMAX models: coefficients, standard errors, P value for coefficients and Ljung-Box test of residuals, MAPE, AIC.
Model | Variable | Parameter | Lag | Coefficients | Standard error | P value | Ljung-Box test | AIC | MAPE |
|---|---|---|---|---|---|---|---|---|---|
Model 1 | ARIMA | MA | 1 | 0.939 | 0.117 | <0.0001 | 0.269 | 1184.78 | 7.57% |
MA | 2 | −0.283 | 0.117 | 0.0185 | |||||
SAR | 12 | 0.779 | 0.098 | <0.0001 | |||||
Model 2 | ARIMA + Baidu CI | AR | 1 | −0.644 | 0.114 | <0.0001 | 0.155 | 839.42 | 6.11% |
SMA | 12 | −0.100 | 0.292 | 0.0013 |