Fitting Time Series Models to Fisheries Data to Ascertain Age

Table 2

Model diagnostics for the ARIMA (p, 1, q) model.

p\q	0	1	2	3
(a)
0	−80.6663	−83.841	−81.8519	−88.0023
1	−83.211	−81.8484	−90.054	−89.9316
2	−82.1529	−96.3694	−83.3204	−117.292
3	−80.8888	−99.4612	−107.115	−104.951
(b)
0	0.017768	0.016501	0.016498	0.014002
1	0.016651	0.016499	0.013748	0.013359
2	0.016426	0.012415	0.014449	0.008054
3	0.016247	0.011402	0.010011	0.010014
(c)
0	42.33315	44.92048	44.92594	49.00115
1	44.60548	44.92422	50.02699	50.96579
2	45.07647	53.18471	47.66019	65.64576
3	45.44441	55.73059	60.5575	60.47542
(d)
0	−84.66630	−85.56429	−81.29855	−85.17230
1	−84.93434	−81.29511	−87.22398	−84.82492
2	−81.59961	−93.53942	−78.21372	−109.90819
3	−78.05882	−94.35452	−99.73167	−95.29084

The bold values show the best model parameters, while the italic values show the second best model parameters. (a) The AICs for selected ARIMA models. (b) The MSE for selected ARIMA models. (c) The log likelihood for selected ARIMA models. (d) The BIC for selected ARIMA models.