.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0001002 |
ETS(quantity ~ season(method = “N”)) | l[0] | 162.3565708 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 17.63355 | 0.0614688 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ar1 | 0.6160404 | 0.1679880 | 3.667170 | 0.0002858 |
ARIMA(quantity) | ma1 | -0.6055922 | 0.1698637 | -3.565165 | 0.0004173 |
ARIMA(quantity) | ma2 | 0.1340922 | 0.0598298 | 2.241227 | 0.0256759 |
ARIMA(quantity) | sar1 | 0.0981877 | 0.0639542 | 1.535282 | 0.1256726 |
ARIMA(quantity) | constant | 56.3162905 | 3.3440977 | 16.840504 | 0.0000000 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 6.277749 | 0.7914132 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -17.955 | 99.947 | 88.679 | -Inf | Inf | 0.71325 | 0.63442 |
ETS(quantity ~ season(method = “N”)) | Test | -10.876 | 104.840 | 91.000 | -Inf | Inf | 0.73192 | 0.66546 |
FASSTER(quantity ~ trend(1)) | Test | 45.033 | 113.580 | 91.000 | -Inf | Inf | 0.73192 | 0.72096 |
prophet(quantity) | Test | 11.605 | 103.430 | 99.717 | -Inf | Inf | 0.80203 | 0.65653 |
SNAIVE(quantity) | Test | -92.667 | 122.390 | 104.330 | -Inf | Inf | 0.83916 | 0.77687 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -1.0351 | 54.794 | 36.070 | -Inf | Inf | 1.05120 | 0.84252 |
ETS(quantity ~ season(method = “A”)) | Test | -1.9517 | 56.102 | 35.553 | -Inf | Inf | 1.03620 | 0.86265 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -17.4840 | 58.755 | 45.809 | -Inf | Inf | 1.33510 | 0.90344 |
prophet(quantity ~ season(7)) | Test | -2.7376 | 56.269 | 36.108 | -Inf | Inf | 1.05230 | 0.86521 |
SNAIVE(quantity ~ lag(“week”)) | Test | -2.3333 | 57.196 | 25.667 | -Inf | Inf | 0.74802 | 0.87946 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -12.8198993 | 124.7132 | 102.8648 | -Inf | Inf | 0.8375184 | 0.8005049 | -0.2324398 |
ETS(quantity ~ season(method = “N”)) | Test | -4.5191525 | 123.5376 | 100.5418 | -Inf | Inf | 0.8186048 | 0.7929590 | -0.1909788 |
FASSTER(quantity ~ trend(1)) | Test | -65.0342019 | 144.0960 | 123.1841 | -Inf | Inf | 1.0029574 | 0.9249186 | -0.0393517 |
prophet(quantity) | Test | -6.6522803 | 140.3916 | 115.7322 | -Inf | Inf | 0.9422842 | 0.9011408 | 0.0362728 |
SNAIVE(quantity) | Test | -0.1666667 | 166.2477 | 130.7917 | -Inf | Inf | 1.0648975 | 1.0671053 | 0.0135623 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -12.151161 | 38.60934 | 28.46236 | -Inf | Inf | 0.8242388 | 0.5937153 | -0.0531722 |
ETS(quantity ~ season(method = “A”)) | Test | -15.265937 | 37.59509 | 28.07931 | -Inf | Inf | 0.8131461 | 0.5781186 | -0.0773882 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 8.258277 | 35.16723 | 20.55201 | NaN | Inf | 0.5951637 | 0.5407842 | -0.0782716 |
prophet(quantity ~ season(7)) | Test | -16.997757 | 38.24398 | 29.49117 | -Inf | Inf | 0.8540320 | 0.5880969 | -0.0823807 |
SNAIVE(quantity ~ lag(“week”)) | Test | -5.333333 | 56.33235 | 25.33333 | -Inf | Inf | 0.7336256 | 0.8662509 | -0.0092600 |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0001 |
ETS(quantity ~ season(method = “N”)) | l[0] | 2018.9770 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 271.4111 | 0 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ma1 | -1.5644956 | 0.0443110 | -35.307164 | 0.0000000 |
ARIMA(quantity) | ma2 | 0.5815256 | 0.0442398 | 13.144845 | 0.0000000 |
ARIMA(quantity) | sma1 | 0.1117924 | 0.0564947 | 1.978812 | 0.0486708 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 56.09459 | 0 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -269.200 | 1095.30 | 815.82 | -74.093 | 93.163 | 1.3412 | 1.21480 |
ETS(quantity ~ season(method = “N”)) | Test | -237.780 | 908.66 | 722.17 | -61.588 | 78.739 | 1.1873 | 1.00780 |
FASSTER(quantity ~ trend(1)) | Test | -101.730 | 882.88 | 722.17 | -50.728 | 73.447 | 1.1873 | 0.97923 |
prophet(quantity) | Test | -193.920 | 922.20 | 736.68 | -60.428 | 80.705 | 1.2111 | 1.02280 |
SNAIVE(quantity) | Test | 10.833 | 1837.60 | 1650.20 | -83.329 | 150.260 | 2.7130 | 2.03820 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -36.0820 | 434.43 | 347.90 | -Inf | Inf | 0.96973 | 0.62505 |
ETS(quantity ~ season(method = “A”)) | Test | -8.8812 | 408.04 | 282.32 | NaN | Inf | 0.78695 | 0.58708 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 235.1800 | 531.75 | 379.76 | NaN | Inf | 1.05850 | 0.76508 |
prophet(quantity ~ season(7)) | Test | -5.2061 | 476.09 | 324.79 | NaN | Inf | 0.90532 | 0.68499 |
SNAIVE(quantity ~ lag(“week”)) | Test | 185.2100 | 479.98 | 262.02 | -Inf | Inf | 0.73037 | 0.69059 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 141.9050 | 1119.897 | 935.5436 | -81.45248 | 116.5322 | 1.562056 | 1.254452 | -0.3900158 |
ETS(quantity ~ season(method = “N”)) | Test | 130.9735 | 1035.014 | 863.4654 | -84.11084 | 115.2071 | 1.441709 | 1.159371 | -0.3069377 |
FASSTER(quantity ~ trend(1)) | Test | 175.0720 | 1101.875 | 948.1003 | -80.17792 | 116.6875 | 1.583022 | 1.234265 | -0.2019976 |
prophet(quantity) | Test | 175.1060 | 1072.493 | 899.5316 | -84.38533 | 118.4566 | 1.501928 | 1.201353 | -0.2500828 |
SNAIVE(quantity) | Test | 190.6875 | 1307.670 | 1035.2292 | -69.98942 | 113.6331 | 1.728499 | 1.464786 | -0.3973729 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -6.314599 | 514.8799 | 362.1752 | -Inf | Inf | 1.0099517 | 0.7391462 | -0.0644588 |
ETS(quantity ~ season(method = “A”)) | Test | -32.049368 | 491.9708 | 336.1137 | -Inf | Inf | 0.9372774 | 0.7062586 | -0.0991452 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -132.485406 | 513.9743 | 391.2897 | -Inf | Inf | 1.0911394 | 0.7378462 | -0.0873330 |
prophet(quantity ~ season(7)) | Test | -11.318184 | 495.9942 | 323.3268 | NaN | Inf | 0.9016202 | 0.7120345 | -0.0854999 |
SNAIVE(quantity ~ lag(“week”)) | Test | -148.500000 | 611.1046 | 437.1667 | -Inf | Inf | 1.2190708 | 0.8772835 | -0.2450742 |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0001 |
ETS(quantity ~ season(method = “N”)) | l[0] | 3297.9622 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 159.7713 | 0 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ma1 | -1.5343538 | 0.0645112 | -23.7842942 | 0.0000000 |
ARIMA(quantity) | ma2 | 0.5067446 | 0.1204304 | 4.2077801 | 0.0000333 |
ARIMA(quantity) | ma3 | 0.0608475 | 0.0669502 | 0.9088467 | 0.3640964 |
ARIMA(quantity) | sma1 | 0.3453082 | 0.0591670 | 5.8361659 | 0.0000000 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 57.90608 | 0 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -160.180 | 1592.4 | 1351.3 | -40.251 | 63.339 | 1.6235 | 1.4859 |
ETS(quantity ~ season(method = “N”)) | Test | 14.938 | 1447.0 | 1225.5 | -29.304 | 53.342 | 1.4723 | 1.3502 |
FASSTER(quantity ~ trend(1)) | Test | -183.680 | 1458.5 | 1291.7 | -37.091 | 58.562 | 1.5519 | 1.3609 |
prophet(quantity) | Test | 117.140 | 1440.6 | 1222.2 | -23.818 | 49.767 | 1.4683 | 1.3442 |
SNAIVE(quantity) | Test | 10.667 | 2195.8 | 1868.0 | -48.360 | 90.024 | 2.2443 | 2.0490 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -21.0540 | 707.47 | 528.15 | -Inf | Inf | 1.24260 | 1.01140 |
ETS(quantity ~ season(method = “A”)) | Test | -6.1685 | 653.88 | 438.91 | -Inf | Inf | 1.03260 | 0.93479 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 354.1400 | 728.82 | 461.54 | Inf | Inf | 1.08590 | 1.04190 |
prophet(quantity ~ season(7)) | Test | 9.5185 | 636.50 | 421.79 | NaN | Inf | 0.99233 | 0.90994 |
SNAIVE(quantity ~ lag(“week”)) | Test | 303.1900 | 724.97 | 387.52 | -40.53 | 142.2 | 0.91172 | 1.03640 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 101.68153 | 1070.105 | 878.7796 | -15.151884 | 38.97492 | 1.068348 | 1.011604 | -0.5428149 |
ETS(quantity ~ season(method = “N”)) | Test | 27.84641 | 1073.538 | 864.4255 | -19.045617 | 40.06804 | 1.050897 | 1.014849 | -0.4386608 |
FASSTER(quantity ~ trend(1)) | Test | 211.68458 | 1216.285 | 1029.0467 | -13.243619 | 43.34534 | 1.251030 | 1.149793 | -0.1285904 |
prophet(quantity) | Test | 253.01411 | 1127.766 | 965.8663 | -10.249272 | 39.66578 | 1.174220 | 1.066113 | -0.3393385 |
SNAIVE(quantity) | Test | 213.60417 | 1414.393 | 1084.1875 | -9.827629 | 42.51235 | 1.318065 | 1.337070 | -0.5216012 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 62.90364 | 669.9151 | 489.9540 | -Inf | Inf | 1.1646896 | 0.9725089 | 0.0627889 |
ETS(quantity ~ season(method = “A”)) | Test | 69.48203 | 626.7777 | 406.4979 | -Inf | Inf | 0.9663026 | 0.9098867 | -0.0031281 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 164.92504 | 645.2205 | 428.8795 | NaN | Inf | 1.0195069 | 0.9366600 | -0.0123546 |
prophet(quantity ~ season(7)) | Test | 87.48954 | 629.0975 | 409.5139 | NaN | Inf | 0.9734720 | 0.9132544 | -0.0109208 |
SNAIVE(quantity ~ lag(“week”)) | Test | 86.45238 | 646.5062 | 365.5000 | -Inf | Inf | 0.8688448 | 0.9385264 | -0.2836529 |
Drug B is excluded from this analysis because there is only 3 years of data for Drug B. It may be included at a later date.
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0412606 |
ETS(quantity ~ season(method = “N”)) | l[0] | 0.2623830 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 17.77709 | 0.0588423 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ar1 | -0.0701466 | 0.0586881 | -1.195245 | 0.2328629 |
ARIMA(quantity) | ma1 | -0.9615223 | 0.0226335 | -42.482203 | 0.0000000 |
ARIMA(quantity) | constant | 0.0026204 | 0.0018765 | 1.396437 | 0.1635358 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 16.57448 | 0.084326 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.2857800 | 0.46890 | 0.28578 | 19.2700 | 19.270 | 0.39684 | 0.40856 |
ETS(quantity ~ season(method = “N”)) | Test | 0.2930300 | 0.47409 | 0.29303 | 19.9170 | 19.917 | 0.40691 | 0.41308 |
FASSTER(quantity ~ trend(1)) | Test | -0.1147500 | 0.38994 | 0.35428 | -17.4630 | 29.439 | 0.49195 | 0.33977 |
prophet(quantity) | Test | -0.0042405 | 0.41544 | 0.30066 | -7.8345 | 22.656 | 0.41750 | 0.36198 |
SNAIVE(quantity) | Test | 0.3333300 | 0.81650 | 0.66667 | 25.0000 | 58.333 | 0.92573 | 0.71143 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.181280 | 0.34152 | 0.18128 | Inf | Inf | 1.3962 | 0.84428 |
ETS(quantity ~ season(method = “A”)) | Test | -0.042226 | 0.28420 | 0.18607 | -Inf | Inf | 1.4331 | 0.70258 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -0.081532 | 0.29093 | 0.22693 | -Inf | Inf | 1.7478 | 0.71922 |
prophet(quantity ~ season(7)) | Test | -0.053686 | 0.28469 | 0.20461 | -Inf | Inf | 1.5759 | 0.70378 |
SNAIVE(quantity ~ lag(“week”)) | Test | -0.047619 | 0.43644 | 0.19048 | -Inf | Inf | 1.4671 | 1.07890 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.0075191 | 1.084065 | 0.7801328 | -Inf | Inf | 1.083293 | 0.9445728 | -0.0314451 |
ETS(quantity ~ season(method = “N”)) | Test | 0.0083423 | 1.077461 | 0.7662528 | -Inf | Inf | 1.064019 | 0.9388187 | -0.0501597 |
FASSTER(quantity ~ trend(1)) | Test | -0.0477061 | 1.151219 | 0.8402641 | -Inf | Inf | 1.166792 | 1.0030854 | 0.0617464 |
prophet(quantity) | Test | -0.1196568 | 1.091095 | 0.8348666 | -Inf | Inf | 1.159297 | 0.9506983 | -0.0348241 |
SNAIVE(quantity) | Test | -0.0833333 | 1.443376 | 1.0416667 | -Inf | Inf | 1.446459 | 1.2576489 | -0.0527453 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.1719968 | 0.4660033 | 0.1752919 | NaN | Inf | 1.402975 | 1.180036 | 0.0022768 |
ETS(quantity ~ season(method = “A”)) | Test | 0.0523478 | 0.4336203 | 0.2286735 | NaN | Inf | 1.830222 | 1.098034 | -0.0152852 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 0.0782281 | 0.4285844 | 0.2167827 | -Inf | Inf | 1.735053 | 1.085282 | -0.0204113 |
prophet(quantity ~ season(7)) | Test | 0.0384269 | 0.4239879 | 0.2461915 | -Inf | Inf | 1.970430 | 1.073643 | -0.0208728 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.0238095 | 0.5976143 | 0.3095238 | -Inf | Inf | 2.477320 | 1.513308 | -0.0668105 |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0510261 |
ETS(quantity ~ season(method = “N”)) | l[0] | 0.6459055 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 35.51043 | 0.0001021 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ar1 | 0.9018731 | 0.0750963 | 12.0095569 | 0.0000000 |
ARIMA(quantity) | ma1 | -1.0107219 | 0.0869925 | -11.6185003 | 0.0000000 |
ARIMA(quantity) | ma2 | 0.1885294 | 0.0618024 | 3.0505200 | 0.0024719 |
ARIMA(quantity) | sar1 | 0.0611403 | 2.1419619 | 0.0285441 | 0.9772457 |
ARIMA(quantity) | sar2 | -0.0285571 | 0.1131540 | -0.2523738 | 0.8009112 |
ARIMA(quantity) | sma1 | -0.0188779 | 2.1435048 | -0.0088070 | 0.9929785 |
ARIMA(quantity) | constant | 0.0689545 | 0.0095256 | 7.2388623 | 0.0000000 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 24.68882 | 0.0059676 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.049325 | 0.51020 | 0.49213 | -Inf | Inf | 0.49959 | 0.35046 |
ETS(quantity ~ season(method = “N”)) | Test | -0.018531 | 0.47177 | 0.43827 | -Inf | Inf | 0.44491 | 0.32406 |
FASSTER(quantity ~ trend(1)) | Test | 0.507720 | 0.69282 | 0.61368 | -Inf | Inf | 0.62298 | 0.47590 |
prophet(quantity) | Test | 0.293780 | 0.57359 | 0.55953 | -Inf | Inf | 0.56801 | 0.39400 |
SNAIVE(quantity) | Test | 0.333330 | 0.81650 | 0.66667 | -Inf | Inf | 0.67677 | 0.56085 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.0141270 | 0.32413 | 0.19897 | -Inf | Inf | 1.04670 | 0.60463 |
ETS(quantity ~ season(method = “A”)) | Test | 0.0241040 | 0.31001 | 0.18325 | NaN | Inf | 0.96402 | 0.57830 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -0.0630860 | 0.31443 | 0.24194 | -Inf | Inf | 1.27270 | 0.58655 |
prophet(quantity ~ season(7)) | Test | 0.0074517 | 0.30795 | 0.18820 | NaN | Inf | 0.99003 | 0.57445 |
SNAIVE(quantity ~ lag(“week”)) | Test | -0.0238100 | 0.51177 | 0.26190 | -Inf | Inf | 1.37780 | 0.95466 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.0924687 | 1.029245 | 0.8001085 | -Inf | Inf | 0.8122313 | 0.7069878 | 0.0072847 |
ETS(quantity ~ season(method = “N”)) | Test | -0.1648498 | 1.146186 | 0.9063780 | -Inf | Inf | 0.9201110 | 0.7873147 | 0.1682406 |
FASSTER(quantity ~ trend(1)) | Test | -0.0580629 | 1.186955 | 0.8890300 | -Inf | Inf | 0.9025001 | 0.8153190 | 0.2119620 |
prophet(quantity) | Test | 0.0968921 | 1.085579 | 0.7857842 | -Inf | Inf | 0.7976900 | 0.7456840 | 0.0582826 |
SNAIVE(quantity) | Test | 0.0000000 | 1.457738 | 1.0000000 | -Inf | Inf | 1.0151515 | 1.0013196 | 0.2843137 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.0582267 | 0.2207598 | 0.1433771 | -Inf | Inf | 0.7468548 | 0.4089675 | -0.0512831 |
ETS(quantity ~ season(method = “A”)) | Test | -0.0648977 | 0.2180195 | 0.1415660 | NaN | Inf | 0.7374211 | 0.4038910 | -0.0306467 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 0.0639730 | 0.2168716 | 0.1039410 | NaN | Inf | 0.5414313 | 0.4017645 | -0.0294029 |
prophet(quantity ~ season(7)) | Test | -0.0719413 | 0.2192882 | 0.1471370 | NaN | Inf | 0.7664402 | 0.4062415 | -0.0155125 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.0476190 | 0.2182179 | 0.0476190 | 100 | 100 | 0.2480489 | 0.4042586 | -0.0511905 |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0550134 |
ETS(quantity ~ season(method = “N”)) | l[0] | 4.2467197 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 87.48554 | 0 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ar1 | -0.9658588 | 0.0355692 | -27.1543853 | 0.0000000 |
ARIMA(quantity) | ma1 | 0.0059256 | 0.0441196 | 0.1343079 | 0.8932412 |
ARIMA(quantity) | ma2 | -0.8966608 | 0.0426436 | -21.0268689 | 0.0000000 |
ARIMA(quantity) | sar1 | 0.0653839 | 0.0596098 | 1.0968645 | 0.2735028 |
ARIMA(quantity) | sar2 | 0.1455756 | 0.0702639 | 2.0718414 | 0.0390591 |
ARIMA(quantity) | constant | -0.0100556 | 0.0123544 | -0.8139306 | 0.4162734 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 83.59398 | 0 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.64151 | 2.4227 | 1.7647 | -Inf | Inf | 0.79338 | 0.83296 |
ETS(quantity ~ season(method = “N”)) | Test | 0.48847 | 2.4071 | 1.7184 | -Inf | Inf | 0.77256 | 0.82760 |
FASSTER(quantity ~ trend(1)) | Test | 1.62290 | 2.8617 | 2.0965 | -Inf | Inf | 0.94257 | 0.98390 |
prophet(quantity) | Test | 0.59426 | 2.4756 | 2.0136 | -Inf | Inf | 0.90529 | 0.85116 |
SNAIVE(quantity) | Test | 0.16667 | 3.1885 | 2.8333 | -Inf | Inf | 1.27380 | 1.09630 |
## Warning in sqrt(diag(best$var.coef)): NaNs produced
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.105980 | 0.74299 | 0.42298 | -Inf | Inf | 0.67971 | 0.66096 |
ETS(quantity ~ season(method = “A”)) | Test | 0.034746 | 0.71316 | 0.40522 | NaN | Inf | 0.65117 | 0.63443 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -0.269390 | 0.78786 | 0.55025 | -Inf | Inf | 0.88424 | 0.70088 |
prophet(quantity ~ season(7)) | Test | 0.060453 | 0.74203 | 0.48122 | NaN | Inf | 0.77331 | 0.66011 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.023810 | 0.74001 | 0.40476 | -Inf | Inf | 0.65044 | 0.65832 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.0615108 | 1.650034 | 1.305755 | -Inf | Inf | 0.5851879 | 0.5649659 | -0.1543326 |
ETS(quantity ~ season(method = “N”)) | Test | 0.0265369 | 1.538735 | 1.189461 | -Inf | Inf | 0.5330693 | 0.5268574 | -0.2000109 |
FASSTER(quantity ~ trend(1)) | Test | 0.0922926 | 1.721218 | 1.435999 | -Inf | Inf | 0.6435579 | 0.5893391 | -0.0389326 |
prophet(quantity) | Test | 0.7673312 | 1.796833 | 1.371062 | -Inf | Inf | 0.6144559 | 0.6152292 | -0.1200320 |
SNAIVE(quantity) | Test | 0.2708333 | 2.155419 | 1.645833 | -Inf | Inf | 0.7375975 | 0.7380080 | -0.1637894 |
Cross validated accuracy for a variety of models using daily data.
## Warning in sqrt(diag(best$var.coef)): NaNs produced
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.1017775 | 0.4850811 | 0.4269597 | -Inf | Inf | 0.6775128 | 0.4270123 | 0.0097210 |
ETS(quantity ~ season(method = “A”)) | Test | -0.0863789 | 0.4413631 | 0.3468492 | -Inf | Inf | 0.5503909 | 0.3885278 | -0.0543017 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -0.3537661 | 0.6193490 | 0.5071441 | -Inf | Inf | 0.8047519 | 0.5452072 | -0.0021417 |
prophet(quantity ~ season(7)) | Test | -0.0385609 | 0.5065576 | 0.4306061 | NaN | Inf | 0.6832989 | 0.4459179 | -0.0088296 |
SNAIVE(quantity ~ lag(“week”)) | Test | -0.1904762 | 0.5773503 | 0.3333333 | -Inf | Inf | 0.5289436 | 0.5082361 | 0.1802981 |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.1177532 |
ETS(quantity ~ season(method = “N”)) | l[0] | 7.9912120 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 35.48464 | 0.0001032 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ma1 | -0.8780575 | 0.0323965 | -27.1034327 | 0.0000000 |
ARIMA(quantity) | sar1 | 0.0354841 | 0.0786125 | 0.4513799 | 0.6520441 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 36.34574 | 7.34e-05 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 3.9053 | 11.1420 | 5.1743 | -Inf | Inf | 0.49484 | 0.55097 |
ETS(quantity ~ season(method = “N”)) | Test | 3.7817 | 11.0990 | 5.2566 | -Inf | Inf | 0.50272 | 0.54886 |
FASSTER(quantity ~ trend(1)) | Test | 4.6667 | 11.4310 | 4.6667 | -Inf | Inf | 0.44630 | 0.56527 |
prophet(quantity) | Test | -4.5211 | 9.9837 | 9.1045 | -Inf | Inf | 0.87071 | 0.49370 |
SNAIVE(quantity) | Test | 4.6667 | 11.4310 | 4.6667 | 100 | 100 | 0.44630 | 0.56527 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 0.63313 | 4.3154 | 0.69861 | -Inf | Inf | 0.42239 | 0.58896 |
ETS(quantity ~ season(method = “A”)) | Test | 0.62472 | 4.3894 | 1.23170 | NaN | Inf | 0.74473 | 0.59905 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 0.37721 | 4.3587 | 1.29820 | NaN | Inf | 0.78492 | 0.59486 |
prophet(quantity ~ season(7)) | Test | 0.39587 | 4.3529 | 1.29290 | NaN | Inf | 0.78173 | 0.59407 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.66667 | 4.3205 | 0.66667 | 100 | 100 | 0.40308 | 0.58965 |
Cross validated accuracy for a variety of models using weekly data.
## Warning in sqrt(diag(best$var.coef)): NaNs produced
## Warning in sqrt(diag(best$var.coef)): NaNs produced
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -2.1290255 | 11.38301 | 8.511963 | -Inf | Inf | 0.8058263 | 0.5594841 | 0.5992046 |
ETS(quantity ~ season(method = “N”)) | Test | -2.6259821 | 12.95669 | 9.054866 | -Inf | Inf | 0.8572228 | 0.6368320 | 0.6357883 |
FASSTER(quantity ~ trend(1)) | Test | -2.0161909 | 13.80218 | 8.287724 | -Inf | Inf | 0.7845976 | 0.6783881 | 0.6142209 |
prophet(quantity) | Test | 3.1128577 | 10.37381 | 6.296657 | NaN | Inf | 0.5961035 | 0.5098812 | 0.5241731 |
SNAIVE(quantity) | Test | 0.3666667 | 12.70827 | 5.300000 | -Inf | Inf | 0.5017502 | 0.6246215 | 0.0532605 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -0.0893772 | 0.0893787 | 0.0893772 | -Inf | Inf | 0.0525763 | 0.0120319 | 0.0363889 |
ETS(quantity ~ season(method = “A”)) | Test | -0.0719456 | 0.7260574 | 0.5607913 | NaN | Inf | 0.3298861 | 0.0977400 | 0.2397081 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 0.0982023 | 0.7376932 | 0.6125365 | NaN | Inf | 0.3603253 | 0.0993064 | 0.2392553 |
prophet(quantity ~ season(7)) | Test | -0.4070273 | 0.8338570 | 0.7029038 | NaN | Inf | 0.4134839 | 0.1122517 | 0.2171465 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.0000000 | 0.0000000 | 0.0000000 | NaN | NaN | 0.0000000 | 0.0000000 | NaN |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0807574 |
ETS(quantity ~ season(method = “N”)) | l[0] | 17.8629306 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 26.27242 | 0.0033906 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ar1 | -0.1995096 | 0.0747021 | -2.670737 | 0.0079493 |
ARIMA(quantity) | ma1 | -0.8003094 | 0.0616738 | -12.976498 | 0.0000000 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 16.76456 | 0.0797388 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 11.6770 | 18.153 | 13.893 | -Inf | Inf | 0.43867 | 0.36003 |
ETS(quantity ~ season(method = “N”)) | Test | 7.0046 | 15.509 | 13.833 | -Inf | Inf | 0.43677 | 0.30760 |
FASSTER(quantity ~ trend(1)) | Test | 13.7510 | 19.508 | 13.833 | -Inf | Inf | 0.43677 | 0.38691 |
prophet(quantity) | Test | 9.4603 | 14.890 | 12.551 | NaN | Inf | 0.39629 | 0.29531 |
SNAIVE(quantity) | Test | 4.5000 | 19.803 | 14.167 | -Inf | Inf | 0.44730 | 0.39276 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 1.7259 | 8.3257 | 3.3840 | -Inf | Inf | 0.64965 | 0.50892 |
ETS(quantity ~ season(method = “A”)) | Test | 2.1609 | 8.6052 | 4.3626 | NaN | Inf | 0.83752 | 0.52600 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 1.9376 | 8.5445 | 4.4014 | NaN | Inf | 0.84498 | 0.52229 |
prophet(quantity ~ season(7)) | Test | 1.6884 | 8.5148 | 4.4845 | NaN | Inf | 0.86093 | 0.52047 |
SNAIVE(quantity ~ lag(“week”)) | Test | 2.6429 | 8.5649 | 2.6429 | 100 | 100 | 0.50737 | 0.52353 |
Cross validated accuracy for a variety of models using weekly data.
## Warning in sqrt(diag(best$var.coef)): NaNs produced
## Warning in sqrt(diag(best$var.coef)): NaNs produced
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 3.206373 | 16.10325 | 12.67050 | NaN | Inf | 0.4000581 | 0.3193783 | 0.1996702 |
ETS(quantity ~ season(method = “N”)) | Test | 1.404502 | 15.58327 | 12.80260 | -Inf | Inf | 0.4042292 | 0.3090654 | 0.2580917 |
FASSTER(quantity ~ trend(1)) | Test | 4.778155 | 16.04366 | 11.23543 | -Inf | Inf | 0.3547474 | 0.3181964 | 0.2507581 |
prophet(quantity) | Test | 3.903188 | 21.68447 | 15.36338 | NaN | Inf | 0.4850831 | 0.4300714 | 0.5727373 |
SNAIVE(quantity) | Test | 1.583333 | 29.88101 | 14.54167 | -Inf | Inf | 0.4591384 | 0.5926348 | 0.1209607 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -1.5823089 | 1.582480 | 1.582309 | -Inf | Inf | 0.2973949 | 0.0957098 | 0.8575486 |
ETS(quantity ~ season(method = “A”)) | Test | -1.1804705 | 2.455482 | 2.242985 | NaN | Inf | 0.4215688 | 0.1485097 | 0.4013534 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | 0.6727588 | 2.271434 | 1.665238 | NaN | Inf | 0.3129813 | 0.1373784 | 0.3924931 |
prophet(quantity ~ season(7)) | Test | -1.4721508 | 2.648072 | 2.338106 | NaN | Inf | 0.4394469 | 0.1601578 | 0.4024566 |
SNAIVE(quantity ~ lag(“week”)) | Test | 0.0000000 | 0.000000 | 0.000000 | NaN | NaN | 0.0000000 | 0.0000000 | NaN |
.model | term | estimate |
---|---|---|
ETS(quantity ~ season(method = “N”)) | alpha | 0.0532616 |
ETS(quantity ~ season(method = “N”)) | l[0] | 107.9514229 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ETS(quantity ~ season(method = “N”)) | 54.70743 | 0 |
.model | term | estimate | std.error | statistic | p.value |
---|---|---|---|---|---|
ARIMA(quantity) | ma1 | -0.9448022 | 0.0233496 | -40.4633198 | 0.0000000 |
ARIMA(quantity) | sar1 | 0.0429685 | 0.0583445 | 0.7364621 | 0.4619792 |
ARIMA(quantity) | sar2 | 0.0936337 | 0.0661773 | 1.4148925 | 0.1580545 |
Ljung Box test for autocorrelation of residuals
.model | lb_stat | lb_pvalue |
---|---|---|
ARIMA(quantity) | 46.8145 | 1e-06 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -38.4020 | 39.304 | 38.402 | -Inf | Inf | 0.70652 | 0.55721 |
ETS(quantity ~ season(method = “N”)) | Test | -41.1820 | 42.508 | 41.182 | -Inf | Inf | 0.75768 | 0.60264 |
FASSTER(quantity ~ trend(1)) | Test | -6.4169 | 12.250 | 12.056 | -Inf | Inf | 0.22180 | 0.17367 |
prophet(quantity) | Test | -6.3233 | 12.483 | 9.919 | NaN | Inf | 0.18249 | 0.17697 |
SNAIVE(quantity) | Test | -28.0000 | 48.497 | 37.333 | -Inf | Inf | 0.68687 | 0.68755 |
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE |
---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | 2.27100 | 9.7607 | 2.2710 | Inf | Inf | 0.17621 | 0.36743 |
ETS(quantity ~ season(method = “A”)) | Test | -3.40430 | 11.0670 | 7.0533 | NaN | Inf | 0.54725 | 0.41661 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -0.96906 | 11.7240 | 8.0877 | NaN | Inf | 0.62751 | 0.44135 |
prophet(quantity ~ season(7)) | Test | -2.53810 | 11.9630 | 8.2687 | NaN | Inf | 0.64155 | 0.45035 |
SNAIVE(quantity ~ lag(“week”)) | Test | 2.00000 | 9.6609 | 2.0000 | 100 | 100 | 0.15518 | 0.36367 |
Cross validated accuracy for a variety of models using weekly data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -4.0076500 | 37.93353 | 32.39679 | -Inf | Inf | 0.5949660 | 0.5369396 | 0.3968519 |
ETS(quantity ~ season(method = “N”)) | Test | -3.9285852 | 37.50104 | 31.85796 | -Inf | Inf | 0.5850705 | 0.5308179 | 0.3922062 |
FASSTER(quantity ~ trend(1)) | Test | 0.0330934 | 34.85186 | 27.56318 | -Inf | Inf | 0.5061970 | 0.4933193 | 0.3145006 |
prophet(quantity) | Test | 5.8843990 | 41.56972 | 31.98042 | NaN | Inf | 0.5873195 | 0.5884090 | 0.4235530 |
SNAIVE(quantity) | Test | -3.5000000 | 59.67132 | 44.33333 | -Inf | Inf | 0.8141803 | 0.8446326 | 0.4159235 |
Cross validated accuracy for a variety of models using daily data.
.model | .type | ME | RMSE | MAE | MPE | MAPE | MASE | RMSSE | ACF1 |
---|---|---|---|---|---|---|---|---|---|
ARIMA(quantity) | Test | -40.378875 | 41.384168 | 40.378875 | -Inf | Inf | 3.0791736 | 1.5415404 | 0.0041697 |
ETS(quantity ~ season(method = “A”)) | Test | -4.766195 | 9.703612 | 7.659677 | -Inf | Inf | 0.5841043 | 0.3614549 | -0.0681954 |
FASSTER(quantity ~ trend(1) + fourier(7)) | Test | -11.052605 | 15.195554 | 13.074809 | -Inf | Inf | 0.9970463 | 0.5660271 | 0.0831263 |
prophet(quantity ~ season(7)) | Test | -3.250503 | 10.993322 | 8.756318 | NaN | Inf | 0.6677309 | 0.4094960 | 0.0889073 |
SNAIVE(quantity ~ lag(“week”)) | Test | -5.333333 | 22.861904 | 10.666667 | -Inf | Inf | 0.8134084 | 0.8515950 | -0.1200754 |