Table 6 Forecasting evaluation results
From: S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Performance Measures | RMSE | MAE | Hold back period (2 years) | Observations |
|---|---|---|---|---|
Sector | ||||
S&P BSE Sensex | 0.005147 | 0.003889 | 01-01-2015 to 29-12-2017 | 743 |
S&P BSE IT | 0.006387 | 0.004873 | 01-01-2015 to 29-12-2017 | 743 |