Criteria
Formula
MPE
1 n ∑ i = 1 n 100 × ε i y i
RMSE
1 n ∑ i = 1 n ε i 2
MAE
1 n ∑ i = 1 n | ε i |
MAPE
1 n ∑ i = 1 n | ε i x i | × 100
MASE
| ε i 1 n − 1 ∑ i = 1 n | Y t − Y i − 1 | |
AIC
n + n log ( 2 π + n ) log ( RSS n ) + 2 ( p + 1 )