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summary.txt
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summary.txt
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""
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0238 -1.5218 1.4153 -2.8888
s.e. 0.5163 0.0716 0.4372 0.6143
sigma^2 = 0.7881: log likelihood = -7.63
AIC=25.25 AICc=55.25 BIC=25.65
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -42859.55 156136 100486 -18.72663 57.28275 0.8755411 0.2842426
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
11.6464 -1.2491 -0.0374 0.9775 -0.1626
s.e. 0.8956 0.1403 0.1191 0.1304 0.2402
sigma^2 = 0.07143: log likelihood = 2.75
AIC=6.49 AICc=48.49 BIC=7.67
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 5834.284 45947.51 32971.7 -1.559025 15.2309 0.3350242 -0.1434357
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
13.6524 -1.321 0.2199 0.8344 0.0882
s.e. 1.2758 0.232 0.1719 0.2099 0.3881
sigma^2 = 0.176: log likelihood = -2.04
AIC=16.08 AICc=44.08 BIC=17.89
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 12778.29 100669.3 58227.17 -4.382273 22.9187 0.5915794 0.1111684
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0962 0.4646 0.6596 0.9954
s.e. 0.1099 0.0834 0.1313 0.1764
sigma^2 = 0.1058: log likelihood = -0.4
AIC=10.81 AICc=25.81 BIC=12.32
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 33577.74 68248.43 42992.35 6.33503 15.871 0.347768 -0.07659005
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0889 0.4798 0.6648 1.0097
s.e. 0.1049 0.0742 0.1262 0.1676
sigma^2 = 0.09275: log likelihood = -0.04
AIC=10.08 AICc=22.08 BIC=12.07
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 26632.84 66893.17 41849.82 4.706968 14.90325 0.3023196 -0.09051352
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0892 0.4445 0.6950 0.9759
s.e. 0.1028 0.0551 0.1168 0.1579
sigma^2 = 0.08507: log likelihood = 0.19
AIC=9.61 AICc=19.61 BIC=12.04
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 29943.05 69245.82 46249.23 5.64344 15.75625 0.2814921 -0.1759208
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0969 0.3507 0.5899 0.6403
s.e. 0.1642 0.0818 0.1829 0.2236
sigma^2 = 0.2089: log likelihood = -5.88
AIC=21.75 AICc=30.33 BIC=24.58
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 38824.31 91742.31 64417.75 7.550373 24.10822 0.3952042 -0.1737504
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-0.9242 0.3491 0.3940 0.4744
s.e. 0.1352 0.0868 0.1487 0.2125
sigma^2 = 0.2281: log likelihood = -7.16
AIC=24.33 AICc=31.83 BIC=27.52
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 38358.68 91336.85 64528.96 8.392059 27.35055 0.42354 -0.1892946
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-1.0003 0.3482 0.4287 0.5452
s.e. 0.1415 0.0948 0.1613 0.2287
sigma^2 = 0.2649: log likelihood = -9
AIC=27.99 AICc=34.66 BIC=31.53
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 43599.62 97272.62 70826.53 11.42076 30.20799 0.4658427 -0.1850707
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-0.9655 0.3414 0.4076 0.4595
s.e. 0.1337 0.0935 0.1577 0.2020
sigma^2 = 0.254: log likelihood = -9.44
AIC=28.87 AICc=34.87 BIC=32.74
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 46009.28 99771.59 70739.28 12.03341 29.6134 0.4785562 -0.1745052
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO lag1_PDO
-0.9522 0.3383 0.3940 0.4607
s.e. 0.1210 0.0903 0.1454 0.1964
sigma^2 = 0.2355: log likelihood = -9.55
AIC=29.1 AICc=34.56 BIC=33.27
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 39158.74 98305.37 71333.92 10.4957 28.79957 0.4495624 -0.1573529
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1
16.2044 -0.7752 0.6263
s.e. 1.0327 0.3789 0.1561
sigma^2 = 0.459: log likelihood = -6.36
AIC=20.71 AICc=34.05 BIC=21.03
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 14012.8 96206.91 69328.7 -14.20365 46.5496 0.6040655 -0.0813642
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1
16.2997 -0.7014 0.6412
s.e. 0.9849 0.3467 0.1487
sigma^2 = 0.4005: log likelihood = -6.83
AIC=21.66 AICc=31.66 BIC=22.44
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 11106.05 99139.97 68954.59 -13.80912 45.86001 0.7006451 -0.1451608
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1
16.5049 -0.7579 0.6647
s.e. 0.8630 0.3157 0.1359
sigma^2 = 0.353: log likelihood = -7.2
AIC=22.4 AICc=30.4 BIC=23.61
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 13181.53 103848.8 76525.86 -13.00673 44.54772 0.7774915 -0.1146319
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1
16.7953 -0.5583 0.7120
s.e. 0.9780 0.3458 0.1539
sigma^2 = 0.4476: log likelihood = -9.44
AIC=26.87 AICc=33.54 BIC=28.46
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 18311.89 158340.7 105502.7 -17.9476 49.96007 0.8534183 -0.02919362
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.6427 0.3803
s.e. 0.1679 0.1251
sigma^2 = 0.3767: log likelihood = -9.13
AIC=24.27 AICc=27.7 BIC=25.46
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 28565.43 131455.5 99884.97 -4.444521 39.84874 0.7215605 -0.1571202
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.6282 0.3625
s.e. 0.1544 0.1057
sigma^2 = 0.3418: log likelihood = -9.49
AIC=24.98 AICc=27.98 BIC=26.44
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 28959.58 124091.8 91733.66 -3.063598 37.52922 0.5583293 -0.1458682
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.6709 0.3403
s.e. 0.1477 0.1030
sigma^2 = 0.335: log likelihood = -10.25
AIC=26.5 AICc=29.17 BIC=28.2
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 29243.47 123440.4 91560.8 -1.18667 38.9498 0.5617273 -0.1598398
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.6938 0.3444
s.e. 0.1389 0.1003
sigma^2 = 0.315: log likelihood = -10.7
AIC=27.4 AICc=29.8 BIC=29.32
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 23982.93 121371.7 87974.55 -3.670279 39.34549 0.5774266 -0.1765039
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.7646 0.3362
s.e. 0.1465 0.1093
sigma^2 = 0.3712: log likelihood = -12.78
AIC=31.55 AICc=33.74 BIC=33.68
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 30086.16 135818.4 98701.77 -0.6272633 42.67967 0.6491848 -0.213176
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.7740 0.3345
s.e. 0.1376 0.1059
sigma^2 = 0.3462: log likelihood = -13.15
AIC=32.3 AICc=34.3 BIC=34.61
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 26083.58 132817.8 94570.42 -1.699886 41.31462 0.6397755 -0.248911
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1
-0.7840 0.3436
s.e. 0.1302 0.0990
sigma^2 = 0.3251: log likelihood = -13.51
AIC=33.01 AICc=34.86 BIC=35.51
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 29367.02 132481.4 95612.43 -0.6013718 40.1436 0.602571 -0.2591271
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO
12.0138 -1.2527 0.0031 1.0306
s.e. 0.6690 0.1485 0.1000 0.1378
sigma^2 = 0.07181: log likelihood = 1.96
AIC=6.09 AICc=36.09 BIC=6.48
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 6843.904 55736.97 37514.45 -1.821366 15.69242 0.3268658 0.05847982
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO
12.0841 -1.2655 0.0133 1.0056
s.e. 0.6350 0.1417 0.0950 0.1267
sigma^2 = 0.06005: log likelihood = 2.53
AIC=4.94 AICc=24.94 BIC=5.92
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 6346.251 52857.09 35542.85 -1.676765 15.20721 0.3611496 -0.033763
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO
13.4439 -1.3131 0.1963 0.8151
s.e. 0.8884 0.2299 0.1373 0.1925
sigma^2 = 0.1474: log likelihood = -2.06
AIC=14.13 AICc=29.13 BIC=15.64
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 12503.19 100422.2 58215.27 -4.332322 23.19557 0.5914585 0.0770158
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_NPGO
16.2933 -0.6229 0.6357 0.1476
s.e. 1.3581 0.3630 0.2101 0.2806
sigma^2 = 0.499: log likelihood = -9.3
AIC=28.6 AICc=40.6 BIC=30.59
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 19428.08 161078.7 106975.5 -16.818 47.24339 0.8653319 0.05557192
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.8430 0.2671 0.3710
s.e. 0.2004 0.1353 0.2413
sigma^2 = 0.3488: log likelihood = -8.06
AIC=24.13 AICc=30.79 BIC=25.72
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 49472.21 144484.6 97685.99 1.874766 32.24965 0.7056753 -0.04415366
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.8310 0.3063 0.3152
s.e. 0.1922 0.1031 0.2032
sigma^2 = 0.3163: log likelihood = -8.39
AIC=24.79 AICc=30.5 BIC=26.73
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 40243.11 136756.1 92962.02 -0.4004641 32.26848 0.5658056 0.01199235
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.8775 0.2840 0.3275
s.e. 0.1855 0.1001 0.2022
sigma^2 = 0.3066: log likelihood = -9.06
AIC=26.11 AICc=31.11 BIC=28.37
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 39971.86 134205.2 92009.06 1.445235 33.45382 0.5644774 -0.008074923
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.8436 0.2886 0.2901
s.e. 0.1517 0.0960 0.1645
sigma^2 = 0.2812: log likelihood = -9.3
AIC=26.59 AICc=31.04 BIC=29.15
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 37762.81 128075.8 86177.64 2.117139 32.39846 0.5656326 -0.02809266
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.9223 0.2764 0.3137
s.e. 0.1616 0.1056 0.1807
sigma^2 = 0.3348: log likelihood = -11.4
AIC=30.81 AICc=34.81 BIC=33.64
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 44248.71 137251.2 94921.48 5.350505 35.14422 0.6243209 -0.05536488
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.9307 0.2747 0.3148
s.e. 0.1528 0.1022 0.1752
sigma^2 = 0.3102: log likelihood = -11.68
AIC=31.36 AICc=34.99 BIC=34.45
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 39897.12 133542 90517.55 4.174232 33.92297 0.6123576 -0.09404484
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_NPGO
-0.9149 0.2708 0.2984
s.e. 0.1380 0.0984 0.1605
sigma^2 = 0.2895: log likelihood = -11.93
AIC=31.87 AICc=35.2 BIC=35.2
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 32764.99 130934.4 90220.31 2.853593 32.94356 0.5685886 -0.07042979
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.1464 -1.3741 -4.5223
s.e. 0.6678 0.0840 0.5325
sigma^2 = 1.456: log likelihood = -10.98
AIC=29.95 AICc=43.28 BIC=30.27
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -46777.63 236744.4 152595.8 -39.87424 93.87731 1.329577 0.1070831
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_PDO
13.7844 -0.6983 0.3323 -0.736
s.e. 2.2857 0.3219 0.2920 0.613
sigma^2 = 0.4142: log likelihood = -6.16
AIC=22.32 AICc=42.32 BIC=23.3
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 7112.047 84786.07 66200.71 -11.74011 44.26886 0.6726631 -0.2988268
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_PDO
14.7982 -0.7897 0.4540 -0.5356
s.e. 1.9961 0.3045 0.2594 0.5701
sigma^2 = 0.3784: log likelihood = -6.78
AIC=23.55 AICc=38.55 BIC=25.07
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 11258.23 108302.3 82883.98 -11.84355 43.60676 0.842089 -0.2227417
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag1_PDO
17.9569 -0.6429 0.8491 0.4144
s.e. 1.2981 0.3302 0.1804 0.3288
sigma^2 = 0.447: log likelihood = -8.69
AIC=27.39 AICc=39.39 BIC=29.38
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 16678.31 131785.5 94137.35 -15.86635 49.40886 0.7614833 -0.01187048
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.7005 0.5803 0.6683
s.e. 0.1402 0.1346 0.2901
sigma^2 = 0.2859: log likelihood = -6.97
AIC=21.94 AICc=28.61 BIC=23.53
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -5528.76 100108 70922.88 -4.686453 30.29105 0.5123408 0.1401865
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.6351 0.4642 0.4817
s.e. 0.1370 0.1094 0.2669
sigma^2 = 0.2987: log likelihood = -8.05
AIC=24.1 AICc=29.81 BIC=26.04
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 14842.41 80119.21 47134.71 -0.6707886 27.72089 0.2868815 -0.08239214
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.6944 0.3891 0.2791
s.e. 0.1432 0.1086 0.2596
sigma^2 = 0.3384: log likelihood = -9.7
AIC=27.39 AICc=32.39 BIC=29.65
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 24051.02 97854.37 70453.41 0.9387005 35.38657 0.432233 -0.2089939
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.7107 0.3950 0.2983
s.e. 0.1330 0.1042 0.2473
sigma^2 = 0.3113: log likelihood = -10.01
AIC=28.02 AICc=32.46 BIC=30.57
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 19912.29 94536.16 66207.64 -0.6065244 34.84564 0.4345582 -0.2307992
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.7781 0.3987 0.3633
s.e. 0.1384 0.1127 0.2647
sigma^2 = 0.3572: log likelihood = -11.89
AIC=31.78 AICc=35.78 BIC=34.61
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 24574.21 108120.1 79245.38 2.487936 39.29337 0.5212155 -0.215193
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.7659 0.3940 0.3243
s.e. 0.1300 0.1087 0.2324
sigma^2 = 0.3323: log likelihood = -12.23
AIC=32.46 AICc=36.09 BIC=35.55
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 26385.08 105818.9 75225.27 3.247573 37.37691 0.5089042 -0.2343519
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_log_SAR1 lag1_PDO
-0.7809 0.4050 0.3114
s.e. 0.1235 0.1039 0.2256
sigma^2 = 0.3132: log likelihood = -12.6
AIC=33.21 AICc=36.54 BIC=36.54
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 31865.13 109992.6 81613.21 4.34429 37.12234 0.5143448 -0.2421801
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept lag1_log_SAR1
15.8809 0.6363
s.e. 1.2594 0.1925
sigma^2 = 0.5826: log likelihood = -8.04
AIC=22.08 AICc=28.08 BIC=22.32
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 21242.18 165773.4 120274.7 -24.54168 66.80343 1.047961 -0.3423622
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept lag1_log_SAR1
15.8729 0.6354
s.e. 1.1604 0.1794
sigma^2 = 0.4994: log likelihood = -8.51
AIC=23.03 AICc=27.83 BIC=23.62
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 19005.92 156012.2 107262.5 -21.75413 59.45741 1.089891 -0.3591053
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept lag1_log_SAR1
16.3102 0.6942
s.e. 1.0788 0.1700
sigma^2 = 0.4869: log likelihood = -9.48
AIC=24.95 AICc=28.95 BIC=25.86
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 23705.65 186927.1 127673 -23.52387 62.05895 1.297139 -0.3232275
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept lag1_log_SAR1
16.5585 0.7229
s.e. 1.0754 0.1710
sigma^2 = 0.4921: log likelihood = -10.6
AIC=27.21 AICc=30.64 BIC=28.4
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 25165.2 204748.5 139014.5 -25.49362 64.86593 1.124497 -0.1668198
Series: .
Regression with ARIMA(1,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
ar1 lag1_log_SAR1
-0.6551 0.4049
s.e. 0.2006 0.1262
sigma^2 = 0.4541: log likelihood = -10.44
AIC=26.89 AICc=30.31 BIC=28.08
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 72396.94 134771.9 101056.4 8.404581 39.93292 0.7300226 0.08189473
Series: .
Regression with ARIMA(1,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
ar1 lag1_log_SAR1
-0.6647 0.420
s.e. 0.1901 0.096
sigma^2 = 0.4093: log likelihood = -10.86
AIC=27.73 AICc=30.73 BIC=29.18
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 65376.58 130367.8 95450.82 7.00741 37.75224 0.5809535 0.07981914
Series: .
Regression with ARIMA(1,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
ar1 lag1_log_SAR1
-0.6980 0.3598
s.e. 0.1937 0.0911
sigma^2 = 0.4455: log likelihood = -12.44
AIC=30.88 AICc=33.54 BIC=32.57
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 69542.42 125779.1 94584.16 9.305403 41.46963 0.5802757 0.06005122
Series: .
Regression with ARIMA(0,0,0)(0,1,0)[2] errors
Box Cox transformation: lambda= 0
Coefficients:
drift lag1_log_SAR1
0.1706 0.4002
s.e. 0.0790 0.0717
sigma^2 = 0.3589: log likelihood = -10.7
AIC=27.4 AICc=30.06 BIC=29.09
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -7674.584 142135.6 94775.7 -15.06531 46.45662 0.6220665 0.146008
Series: .
Regression with ARIMA(0,0,0)(0,1,0)[2] errors
Box Cox transformation: lambda= 0
Coefficients:
drift lag1_log_SAR1
0.1867 0.4002
s.e. 0.0753 0.0707
sigma^2 = 0.3447: log likelihood = -11.33
AIC=28.66 AICc=31.06 BIC=30.58
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -7290.678 146519.4 98007.59 -15.11481 46.90963 0.6446189 0.1395689
Series: .
Regression with ARIMA(0,0,0)(0,1,0)[2] errors
Box Cox transformation: lambda= 0
Coefficients:
drift lag1_log_SAR1
0.2031 0.4051
s.e. 0.0716 0.0696
sigma^2 = 0.3329: log likelihood = -11.96
AIC=29.92 AICc=32.1 BIC=32.05
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -11547.74 150205.8 97324.51 -15.17243 47.16615 0.6584071 0.1634555
Series: .
Regression with ARIMA(0,0,0)(0,1,0)[2] errors
Box Cox transformation: lambda= 0
Coefficients:
drift lag1_log_SAR1
0.1846 0.3882
s.e. 0.0677 0.0661
sigma^2 = 0.3241: log likelihood = -12.62
AIC=31.24 AICc=33.24 BIC=33.56
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -22052.29 158497.9 108750.1 -14.5566 46.9133 0.6853676 0.06817126
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_NPGO
11.9935 -1.2544 1.0341
s.e. 0.0960 0.1377 0.0761
sigma^2 = 0.05745: log likelihood = 1.96
AIC=4.09 AICc=17.42 BIC=4.41
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 6855.985 55904.05 37552.36 -1.821041 15.68602 0.3271962 0.05367088
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_NPGO
11.9963 -1.2736 1.0203
s.e. 0.0925 0.1294 0.0702
sigma^2 = 0.05015: log likelihood = 2.52
AIC=2.96 AICc=12.96 BIC=3.75
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 6402.444 53578.12 35193.71 -1.67859 14.91594 0.357602 -0.05798536
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_NPGO
12.1883 -1.4786 1.0368
s.e. 0.1488 0.2180 0.1252
sigma^2 = 0.1522: log likelihood = -2.99
AIC=13.99 AICc=21.99 BIC=15.2
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 14440.23 117274.7 63104.08 -4.953999 22.03525 0.6411281 -0.005416942
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-0.9915 0.5608
s.e. 0.2191 0.2379
sigma^2 = 0.4125: log likelihood = -8.65
AIC=23.29 AICc=27.29 BIC=24.2
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 81468.78 161315.6 108218 6.954662 38.43314 0.8753826 0.1516856
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-0.9631 0.6301
s.e. 0.2222 0.2356
sigma^2 = 0.42: log likelihood = -9.73
AIC=25.47 AICc=28.89 BIC=26.66
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 51623.68 185816.7 131574.9 -0.537985 41.76673 0.9504855 -0.2232951
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-0.9956 0.5276
s.e. 0.2425 0.2506
sigma^2 = 0.4941: log likelihood = -11.7
AIC=29.41 AICc=32.41 BIC=30.86
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 24383.08 189573.6 132752.3 -17.09252 55.62664 0.8079857 -0.01464067
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-1.0067 0.5266
s.e. 0.2288 0.2413
sigma^2 = 0.4511: log likelihood = -12.19
AIC=30.37 AICc=33.04 BIC=32.07
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 23625.6 183530.1 124550.6 -14.95152 52.49028 0.7641201 -0.01746845
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-0.9382 0.4530
s.e. 0.1903 0.1992
sigma^2 = 0.424: log likelihood = -12.78
AIC=31.56 AICc=33.96 BIC=33.48
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 22491.73 177721.8 119651.1 -12.78704 52.21522 0.7853379 -0.03250186
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-1.0063 0.4682
s.e. 0.1912 0.2062
sigma^2 = 0.4504: log likelihood = -14.23
AIC=34.46 AICc=36.64 BIC=36.58
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 29634.26 182611.4 121540.8 -8.417347 51.97117 0.7994025 -0.03752842
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-1.0083 0.4682
s.e. 0.1809 0.1996
sigma^2 = 0.4183: log likelihood = -14.66
AIC=35.32 AICc=37.32 BIC=37.64
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 27464.08 177302.6 114556.7 -8.116634 49.07315 0.7749841 -0.04854465
Series: .
Regression with ARIMA(0,1,0) errors
Box Cox transformation: lambda= 0
Coefficients:
pink_ind lag1_NPGO
-1.0137 0.4742
s.e. 0.1602 0.1771
sigma^2 = 0.3905: log likelihood = -15.07
AIC=36.13 AICc=37.98 BIC=38.63
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 27438.42 172331.2 109437 -7.361133 46.47308 0.6896964 -0.04729607
Series: .
Regression with ARIMA(0,0,0) errors
Box Cox transformation: lambda= 0
Coefficients:
intercept pink_ind lag1_log_SAR1 lag2_PDO
15.1040 -0.5372 0.5145 -0.6603
s.e. 1.0325 0.3380 0.1421 0.3463