Table 2.
Comparison of the accuracy of the SARIMA models.
Index | Models |
||
---|---|---|---|
SARIMA (1,0,0)(1,1,1)12 | SARIMA (1,0,0)(0,1,1)12 | SARIMA (2,0,0)(0,1,1)12 | |
SC | 0.6888 | 1.5896 | 1.5931 |
RMSE | 0.4979 | 0.5066 | 1.1014 |
MAE | 0.2099 | 0.3055 | 0.8557 |
MAPE | 3.4705 | 4.5347 | 14.1629 |
TIC | 0.0245 | 0.0384 | 0.0882 |
BP | <0.0001 | 0.0048 | 0.5039 |
VP | 0.0544 | 0.0058 | 0.0225 |
SC, Schwarz criterion; RMSE, root mean squared error; MAE, mean absolute error; MAPE, mean absolute percent error; TIC, Theil inequality coefficient; BP, bias proportion; VP, variance proportion.