Prediction of Currency Volume Issued in Taiwan Using a Hybrid Artificial Neural Network and Multiple Regression Approach

Table 3

Autocorrelation test for residuals for the ARIMA model.

To lag	Chi-square	DF	Pr > ChiSq	Autocorrelations
6	1.19	2	0.5512	−0.048	0.039	0.022	0.049	0.019	0.018
12	6.30	8	0.6141	0.046	−0.010	0.019	0.086	0.092	0.108
18	14.87	14	0.3871	0.216	0.028	0.021	0.045	0.002	0.006
24	22.11	20	0.3344	0.028	−0.005	−0.024	0.006	0.194	−0.018
30	23.62	26	0.5979	0.086	0.001	0.012	−0.014	−0.015	−0.002
36	24.85	32	0.8121	−0.020	−0.020	−0.015	−0.063	0.029	0.017