Measures of accuracy

ES

HW

ARIMA

MSE

5.985

3.122

2.337^*

RMSE

2.446

1.767

1.529^*

MAE

1.795

1.260

1.528^*

MAPE

2.928

2.149

1.718^*

U₁

0.726

0.528

0.343^*

U₂

2.786

1.592

0.689^*

Model ranking

3

2

1