2015-05-10
233
| Model | RMSE | MAE | MAPE | ME | MPE |
| (A) | 53,5838 | 40,6769 | 13,3374 | 1,88338 | 1,57892 |
| (B) | 50,413 | 36,4728 | 10,7884 | 3,76197 | 0,406907 |
| (C) | 46,5466 | 34,4186 | 10,3614 | 0,029689 | -0,777941 |
| (D) | 48,7763 | 36,5139 | 10,6609 | 1,11432 | 0,36702 |
| (E) | 48,5493 | 36,0222 | 10,5782 | 4,9963 | 1,75041 |
Таблица №12. Сравнение ARIMA моделей. Показатели информационной пригодности для обучающей выборки
| Model | RMSE | RUNS | RUNM | AUTO | MEAN | VAR |
| (A) | 53,5838 | OK | OK | OK | OK | OK |
| (B) | 50,413 | OK | OK | OK | OK | OK |
| (C) | 46,5466 | OK | OK | OK | OK | OK |
| (D) | 48,7763 | OK | OK | OK | OK | OK |
| (E) | 48,5493 | OK | OK | OK | OK | * |
Таблица №13. Сравнение ARIMA моделей. Тесты основных гипотез.
