Geographical region | City | \({\mathrm{SARIMAX}(\mathrm{1,1},1)(\mathrm{P},\mathrm{Q},\mathrm{D})}_{\mathrm{S}=12}\) results | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
exg | P | Q | D | AIC | BIC | HQIC | SE (exg) | Ljung-Box (LB) | Jarque–Bera (JB) | Heteroskedasticity (H) | ||
Northeast China | Baicheng | MAP | 1 | 2 | 0 | 424.793 | 434.044 | 428.274 | 0.1 | 0.25 | 5.1 | 0.54 |
MAS | 1 | 2 | 0 | 424.398 | 433.649 | 427.879 | 0.069 | 0.18 | 5.55 | 0.48 | ||
MAH | 1 | 2 | 0 | 424.896 | 434.146 | 428.377 | 0.448 | 0.23 | 6.2 | 0.53 | ||
MAWS | 1 | 2 | 0 | 421.492 | 430.743 | 424.973 | 3.19 | 0.15 | 13.98 | 0.54 | ||
MAT | 1 | 2 | 0 | 424.802 | 434.053 | 428.283 | 1.29 | 0.19 | 4.17 | 0.52 | ||
Central China | Datong | MAP | 1 | 2 | 0 | 465.631 | 474.882 | 469.113 | 0.078 | 0.01* | 8.46 | 0.5 |
MAS | 1 | 2 | 0 | 470.636 | 479.886 | 474.117 | 0.109 | 0.13 | 12.28 | 0.39 | ||
MAH | 1 | 2 | 0 | 468.942 | 478.193 | 472.423 | 0.376 | 0.23 | 13.37 | 0.47 | ||
MAWS | 1 | 2 | 0 | 471.73 | 480.98 | 475.211 | 4.495 | 0.35 | 16.17 | 0.43 | ||
MAT | 1 | 2 | 0 | 470.617 | 479.868 | 474.099 | 1.77 | 0.21 | 6.05 | 0.56 | ||
Western China | Jinchang | MAP | 0 | 1 | 0 | 434.754 | 443.064 | 437.998 | 0.082 | 0.37 | 1.88 | 0.78 |
MAS | 0 | 1 | 0 | 434.841 | 443.152 | 438.085 | 0.025* | 0.42 | 1.81 | 0.77 | ||
MAH | 0 | 1 | 0 | 434.49 | 442.801 | 437.734 | 0.112 | 0.38 | 2.07 | 0.65 | ||
MAWS | 0 | 1 | 0 | 434.885 | 443.195 | 438.129 | 3.825 | 0.39 | 2 | 0.73 | ||
MAT | 0 | 1 | 0 | 434.649 | 442.959 | 437.893 | 0.648 | 0.43 | 2.37 | 0.68 | ||
Eastern China | Zhangjiakou | MAP | 0 | 1 | 0 | 723.344 | 731.654 | 726.587 | 0.169 | 0.01* | 16.25 | 0.65 |
MAS | 0 | 1 | 0 | 721.686 | 729.996 | 724.93 | 0.255 | 0.03* | 59.88 | 1.09 | ||
MAH | 0 | 1 | 0 | 716.653 | 724.964 | 719.897 | 0.477 | 0* | 6.59 | 0.61 | ||
MAWS | 0 | 1 | 0 | 717.534 | 725.844 | 720.778 | 7.768 | 0.08 | 4.66 | 0.81 | ||
MAT | 0 | 1 | 0 | 723.143 | 731.453 | 726.387 | 0.81 | 0.03* | 41.33 | 0.91 |