Table 1: Comparison of statistical parameters for all possible models.

Model	Number of Predictors	Model Fit Statistics					Ljung-Box Q(18)
		Stationary R-squared	R-squared	RMSE	MAPE	Normalized BIC	Statistics	DF	Sig.
(1,2,1)	0	0.448	0.970	158.845	4.897	10.364	16.915	16	0.391
(1,2,0)	0	0.169	0.956	192.823	6.331	10.676	36.599	17	0.004
(0,2,1)	0	0.448	0.970	157.251	4.890	10.268	16.593	17	0.482
(2,2,0)	0	0.369	0.966	169.814	5.808	10.497	32.333	16	0.009
(0,2,2)	0	0.452	0.970	159.325	4.883	10.370	22.163	16	0.138
(2,2,1)	0	0.476	0.972	156.378	5.058	10.408	18.866	15	0.220
(1,2,2)	0	0.497	0.973	153.102	4.746	10.366	20.512	15	0.153
(0,2,0)	0	0.000	0.946	209.497	6.934	10.765	42.554	18	0.001
(2,2,2)	0	0.517	0.974	151.695	4.743	10.424	18.455	14	0.187