Number of comparisons | ARIMA | OLS | NW | PW | REML | REML-Satt |
---|
ARIMA | 189 | 189 | 188 | 185 | 175 | 175 |
OLS | Â | 190 | 189 | 186 | 175 | 175 |
NW | Â | Â | 189 | 186 | 174 | 174 |
PW | Â | Â | Â | 186 | 171 | 171 |
REML | Â | Â | Â | Â | 175 | 175 |
REML-Satt | Â | Â | Â | Â | Â | 175 |
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Abbreviations: ARIMA Autoregressive integrated moving average, OLS Ordinary least squares, NW OLS with Newey-West standard error adjustments, PW Prais-Winsten, REML Restricted maximum likelihood, REML-Satt Restricted maximum likelihood with Satterthwaite small sample adjustment