Model Fit | |||||||||||
Fit Statistic | Mean | SE | Minimum | Maximum | Percentile | ||||||
5 | 10 | 25 | 50 | 75 | 90 | 95 | |||||
Stationary R‐squared | .764 | . | .764 | .764 | .764 | .764 | .764 | .764 | .764 | .764 | .764 |
R‐squared | .764 | . | .764 | .764 | .764 | .764 | .764 | .764 | .764 | .764 | .764 |
RMSE | .013 | . | .013 | .013 | .013 | .013 | .013 | .013 | .013 | .013 | .013 |
MAPE | 3.771 | . | 3.771 | 3.771 | 3.771 | 3.771 | 3.771 | 3.771 | 3.771 | 3.771 | 3.771 |
MaxAPE | 12.798 | . | 12.798 | 12.798 | 12.798 | 12.798 | 12.798 | 12.798 | 12.798 | 12.798 | 12.798 |
MAE | .009 | . | .009 | .009 | .009 | .009 | .009 | .009 | .009 | .009 | .009 |
MaxAE | .032 | . | .032 | .032 | .032 | .032 | .032 | .032 | .032 | .032 | .032 |
Normalized BIC | ‐8.085 | . | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 | ‐8.085 |