Model Fit | |||||||||||
Fit Statistic | Mean | SE | Minimum | Maximum | Percentile | ||||||
5 | 10 | 25 | 50 | 75 | 90 | 95 | |||||
Stationary R‐squared | .916 | . | .916 | .916 | .916 | .916 | .916 | .916 | .916 | .916 | .916 |
R‐squared | .916 | . | .916 | .916 | .916 | .916 | .916 | .916 | .916 | .916 | .916 |
RMSE | .015 | . | .015 | .015 | .015 | .015 | .015 | .015 | .015 | .015 | .015 |
MAPE | 2.916 | . | 2.916 | 2.916 | 2.916 | 2.916 | 2.916 | 2.916 | 2.916 | 2.916 | 2.916 |
MaxAPE | 9.490 | . | 9.490 | 9.490 | 9.490 | 9.490 | 9.490 | 9.490 | 9.490 | 9.490 | 9.490 |
MAE | .010 | . | .010 | .010 | .010 | .010 | .010 | .010 | .010 | .010 | .010 |
MaxAE | .037 | . | .037 | .037 | .037 | .037 | .037 | .037 | .037 | .037 | .037 |
Normalized BIC | ‐7.869 | . | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 | ‐7.869 |