From: Clustering time series applied to energy markets
Model
AIC
mAIC
(2,0,0)
159
172
(3,0,0)
17
12
(4,0,0)
5
2
(1,0,1)
9
(2,0,1)
4
(1,1,0)
82
89
(2,1,0)
18
15
(0,1,1)
40
42
(0,1,2)
23
(1,2,0)
148
171
20
8
0
11
153
167
21
7
(2,2,0)