| Sample size | Model | Model fit statistics | Stationary R-squared | MAE |
| 45 | (0, 2, 1) | 0.476 | 13208.783 | (1, 2, 0) | 0.249 | 15495.564 | (1, 2, 1) | 0.476 | 13143.372 | (2, 2, 0) | 0.375 | 14227.440 | (0, 2, 2) | 0.476 | 13136.482 | (2, 2, 2) | 0.480 | 13020.020 | (1, 2, 2) | 0.476 | 13159.988 | (2, 2, 1) | 0.477 | 13143.070 | (0, 2, 3) | 0.475 | 13089.132 | (3, 2, 0) | 0.389 | 13912.752 | (1, 2, 3) | 0.479 | 13160.837 | (3, 2, 1) | 0.481 | 12830.792 | (2, 2, 3) | 0.519 | 12101.438 | (3, 2, 2) | 0.482 | 12830.982 |
| 35 | (0, 2, 1) | 0.490 | 12691.374 | (1, 2, 0) | 0.309 | 14341.679 | (1, 2, 1) | 0.496 | 12658.162 | (2, 2, 0) | 0.453 | 12935.550 | (0, 2, 2) | 0.495 | 12614.442 | (2, 2, 2) | 0.496 | 12689.400 | (1, 2, 2) | 0.493 | 12647.033 | (2, 2, 1) | 0.496 | 12668.552 | (0, 2, 3) | 0.497 | 12526.896 | (3, 2, 0) | 0.468 | 12926.740 | (1, 2, 3) | 0.496 | 12701.953 | (3, 2, 1) | 0.516 | 12127.803 | (2, 2, 3) | 0.538 | 12001.359 | (3, 2, 2) | 0.516 | 12098.514 |
| 25 | (0, 2, 1) | 0.490 | 12691.374 | (1, 2, 0) | 0.226 | 12442.211 | (1, 2, 1) | 0.257 | 12424.256 | (2, 2, 0) | 0.245 | 12544.195 | (0, 2, 2) | 0.256 | 12420.705 | (2, 2, 2) | 0.276 | 11818.040 | (1, 2, 2) | 0.296 | 11666.041 | (2, 2, 1) | 0.263 | 12649.132 | (0, 2, 3) | 0.256 | 12423.869 | (3, 2, 0) | 0.259 | 12368.022 | (1, 2, 3) | 0.292 | 11609.888 | (3, 2, 1) | 0.308 | 11446.555 | (2, 2, 3) | 0.292 | 11848.622 | (3, 2, 2) | 0.297 | 11773.639 |
| 15 | (0, 2, 1) | 0.595 | 8823.144 | (1, 2, 0) | 0.429 | 9775.784 | (1, 2, 1) | 0.661 | 8052.656 | (2, 2, 0) | 0.495 | 9523.153 | (0, 2, 2) | 0.702 | 7022.490 | (2, 2, 2) | 0.665 | 8067.804 | (1, 2, 2) | 0.649 | 8227.577 | (2, 2, 1) | 0.672 | 7703.740 | (0, 2, 3) | 0.715 | 7109.722 | (3, 2, 0) | 0.625 | 8523.649 | (1, 2, 3) | 0.702 | 7431.874 | (3, 2, 1) | 0.709 | 7159.754 | (2, 2, 3) | 0.728 | 6992.708 | (3, 2, 2) | 0.712 | 6934.599 |
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