Models

Model Selection Criteria

RMSE

MAE

MPE

MAPE

MASE

AIC

BIC

ARIMA (0, 1, 0)

2.3425

1.7402

6.6104

7.1229

0.9773

198.22

199.98

ARIMA (0, 1, 1)

1.9891

1.4639

4.7313

6.5207

0.8221

186.35

189.88

ARIMA (0, 1, 2)

1.5460

1.1544

3.1398

5.6675

0.6483

168.01

173.29

ARIMA (0, 1, 3)

1.4824

1.1296

2.5420

5.6682

0.6344

166.91

173.96

ARIMA (1, 1, 0)

1.5956

1.2749

1.8421

6.2357

0.7159

168.03

171.55

ARIMA (1, 1, 2)

1.4660

1.14591

2.1419

5.8150

0.6435

165.74

171.55

ARIMA (2, 1, 0)

1.4060

1.1035

1.1014

5.4728

0.6197

159.71

164.99

ARIMA (2, 1, 1)

1.4021

1.1024

1.1528

5.5165

0.6191

161.5

168.55

ARIMA (2, 1, 2)

1.3333

0.9679

1.0146

4.8551

0.5436

159.86

168.67

ARIMA (2, 1, 3)

1.2603

0.9817

0.8985

5.1329

0.5513

157.32

167.88

ARIMA (0, 2, 0)

1.6744

1.3174

-0.0317

6.3415

0.7398

166.44

168.18

ARIMA (0, 2, 1)

1.3216

0.9600

0.4590

4.6932

0.5391

149.42

152.9

ARIMA (0, 2, 2)

1.3212

0.9558

0.4602

4.6698

0.5368

151.41

156.62

ARIMA (0, 2, 3)

1.2666

1.0051

0.3100

5.1614

0.5644

150.1

157.05

ARIMA (1, 2, 0)

1.4139

1.1248

0.0158

5.4194

0.6317

154.57

158.05

ARIMA (1, 2, 1)

1.3211

0.9547

0.4604

4.6638

0.5361

151.41

156.62

ARIMA (1, 2, 2)

1.3079

0.9478

0.4499

4.5701

0.5323

152.59

159.54

ARIMA (1, 2, 3)

1.2481

0.9741

0.3619

4.9698

0.5470

150.78

159.47

ARIMA (2, 2, 1)

1.3140

0.9719

0.4336

4.7371

0.5458

152.9

159.85

ARIMA (2, 2, 3)

1.1497

0.9081

0.3649

4.6018

0.5101

149.43

159.85