Comparison of various ARIMA models for age-standardised prostate cancer incidence
Model | Constant | AR | MA | MAPE | MAPE† |
ARIMA (0,1,0) | 2.77 | 5.70 | |||
ARIMA (1,1,0) | 2.47 | 0.49* | 4.85 | 4.86 | |
ARIMA (0,1,1) | 2.57 | 0.55* | 5.06 | ||
ARIMA (1,1,1) | 2.5 | 0.24 | 0.42 | 5.14 |
*P<0.05.
†MAPE for out of sample forecast.
AR, autoregressive coefficient; MA, moving average coefficient; MAPE, mean absolute percentage error.