Table 8.

Model summary on the validation data set (monthly 2016-2017)

Model Summary
Fit statisticsMean
Stationary R-squared0.656
R-squared0.708
RMSE0.356
MAPE107.391
MaxAPE1081.509
MAE0.094
MaxAE0.287
Normalized BIC0.660
Ljung-Box Statistics (Sig.)7.111 (0.213)
Constant Estimate (Sig.)−2.198 (0.806)

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