Fit Statistic

Mean

SE

Minimum

Maximum

Percentile

5

10

25

50

75

90

95

Stationary R-squared

0.684

0.237

0.000

0.979

0.208

0.327

0.543

0.749

0.876

0.926

0.943

R-squared

0.924

0.037

0.000

0.979

0.708

0.827

0.843

0.949

0.976

0.986

0.989

RMSE

3.782

3.209

0.117

28.155

0.454

0.648

1.675

3.098

5.047

7.975

9.708

Mean-APE

3.555

0.347

0.457

5.569

0.746

1.305

2.868

3.660

4.600

5.073

5.219

Max-APE

4.674

1.013

1.299

8.276

1.594

2.523

3.149

4.554

6.524

6.999

7.989

MAE

2.696

2.286

0.081

19.614

0.322

0.443

1.174

2.176

3.558

5.871

6.919

Max-AE

5.659

4.881

0.154

40.781

0.726

0.986

2.480

4.450

7.543

12.092

14.981

Normalized BIC

2.514

1.838

0.739

7.231

1.021

1.312

1.587

2.818

3.794

4.708

5.102