Compound Symmetry Model | First Order Autoregressive Model | First Order Autoregressive Moving Average | |
---|---|---|---|
Model Fit Statistics | |||
- 2 Log Likelihood | 6625.8 | 6509.3 | 6577.9 |
Akaike's Information Criterion (AIC) | 6631.8 | 6515.3 | 6585.9 |
Bayesian Information Criterion (BIC) | 6638.0 | 6521.5 | 6594.2 |
Correlation Estimates | |||
Number of Correlation Parameters | 1 | 1 | 2 |
Estimated Correlation | |||
1 Month | ρ = 0.602 | ρ = 0.507 | γ = 0.505 |
2 Months | ρ = 0.602 | ρ2 = 0.257 | γρ = 0.221 |
3 Months | ρ = 0.602 | ρ3 = 0.130 | γρ2 = 0.096 |