Estimation results for in-sample predictions of SARIMA and SARIMAX models (January 2018–December 2021)
| Evaluation metrics | SARIMA | SARIMAX | Improvement (%) |
|---|---|---|---|
| MAE | 10466.18 | 9864.05 | 5.75 |
| RMSE | 13900.89 | 12642.22 | 9.05 |
| Evaluation metrics | SARIMA | SARIMAX | Improvement (%) |
|---|---|---|---|
| MAE | 10466.18 | 5.75 | |
| RMSE | 13900.89 | 9.05 |
Note(s): The values in italic indicate the model with the best evaluation metric
Source(s): Table by authors
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