Table 4.
Selection of the candidate ARIMA (p,d,q) model.
| Model | ME | RMSE | MAE | MASE | ACF1 |
|---|---|---|---|---|---|
| Auto ARIMA(4,1,4) | 69.0079 | 1101.021 | 435.1874 | 0.551116 | 0.02744 |
| ARIMA(9,1,9) | 67.80244 | 1020.430 | 409.638 | 0.518761 | -0.0032 |
| ARIMA(11,1,11) | 62.25194 | 1005.022 | 393.7258 | 0.49861 | -0.00592 |