Result GARCH

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(p, o, q) AIC

(1, 0, 2) -92.75104 Valor Actual SARIMA SARIMA SE


(1, 0, 1) -91.7201 Apr-22 6.0 5.27 0.5305
(2, 0, 2) -90.75104 May-22 5.1 4.36 0.5449
(2, 0, 1) -89.7201 Jun-22 5.3 4.20 1.2191
(2, 0, 0) -47.92084 Jul-22 7.4 3.85 12.6045
(1, 0, 0) -31.48033 MSE 3.7248

Valor REM SARIMA SARIMA SE


Apr-22 4.3 5.27 0.9441
May-22 3.8 4.36 0.3156
Jun-22 3.8 4.20 0.1567
Jul-22 3.7 3.85 0.0224
MSE 0.3597

SARIMA-GARCH
Aug-22 6.0
Sep-22 6.6
Oct-22 5.4
Nov-22 4.6
SARIMA-GARCH SARIMA-GARCH SE SARIMA SARIMA-GARCH
5.08 0.8493 MSE in-sample 0.6185 0.3111
4.19 0.8197
4.03 1.6110
3.69 13.7459
4.2565

SARIMA-GARCH SARIMA-GARCH SE
5.08 0.6059
4.19 0.1557
4.03 0.0532
3.69 0.0001
0.2037

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