diff --git a/inflation_forecast_notebook.ipynb b/inflation_forecast_notebook.ipynb index ad715c3..dcab9cb 100644 --- a/inflation_forecast_notebook.ipynb +++ b/inflation_forecast_notebook.ipynb @@ -543,7 +543,7 @@ { "data": { "text/plain": [ - "" + "" ] }, "execution_count": 7, @@ -835,18 +835,18 @@ "text": [ "Performing stepwise search to minimize aic\n", " ARIMA(2,2,2)(0,0,0)[0] : AIC=332.745, Time=0.29 sec\n", - " ARIMA(0,2,0)(0,0,0)[0] : AIC=420.078, Time=0.03 sec\n", + " ARIMA(0,2,0)(0,0,0)[0] : AIC=420.078, Time=0.02 sec\n", " ARIMA(1,2,0)(0,0,0)[0] : AIC=399.241, Time=0.03 sec\n", - " ARIMA(0,2,1)(0,0,0)[0] : AIC=361.354, Time=0.05 sec\n", - " ARIMA(1,2,2)(0,0,0)[0] : AIC=330.280, Time=0.25 sec\n", + " ARIMA(0,2,1)(0,0,0)[0] : AIC=361.354, Time=0.07 sec\n", + " ARIMA(1,2,2)(0,0,0)[0] : AIC=330.280, Time=0.23 sec\n", " ARIMA(0,2,2)(0,0,0)[0] : AIC=333.189, Time=0.13 sec\n", " ARIMA(1,2,1)(0,0,0)[0] : AIC=328.746, Time=0.17 sec\n", - " ARIMA(2,2,1)(0,0,0)[0] : AIC=330.214, Time=0.27 sec\n", + " ARIMA(2,2,1)(0,0,0)[0] : AIC=330.214, Time=0.25 sec\n", " ARIMA(2,2,0)(0,0,0)[0] : AIC=384.237, Time=0.05 sec\n", - " ARIMA(1,2,1)(0,0,0)[0] intercept : AIC=inf, Time=0.54 sec\n", + " ARIMA(1,2,1)(0,0,0)[0] intercept : AIC=inf, Time=0.53 sec\n", "\n", "Best model: ARIMA(1,2,1)(0,0,0)[0] \n", - "Total fit time: 1.821 seconds\n" + "Total fit time: 1.852 seconds\n" ] }, { @@ -861,10 +861,10 @@ " Model: SARIMAX(1, 2, 1) Log Likelihood -161.373\n", "\n", "\n", - " Date: Tue, 07 Dec 2021 AIC 328.746\n", + " Date: Thu, 09 Dec 2021 AIC 328.746\n", "\n", "\n", - " Time: 00:56:13 BIC 339.827\n", + " Time: 13:24:02 BIC 339.827\n", "\n", "\n", " Sample: 0 HQIC 333.182\n", @@ -912,8 +912,8 @@ "==============================================================================\n", "Dep. Variable: y No. Observations: 299\n", "Model: SARIMAX(1, 2, 1) Log Likelihood -161.373\n", - "Date: Tue, 07 Dec 2021 AIC 328.746\n", - "Time: 00:56:13 BIC 339.827\n", + "Date: Thu, 09 Dec 2021 AIC 328.746\n", + "Time: 13:24:02 BIC 339.827\n", "Sample: 0 HQIC 333.182\n", " - 299 \n", "Covariance Type: opg \n", @@ -988,10 +988,10 @@ " Model: ARIMA(2, 0, 1) Log Likelihood -163.645\n", "\n", "\n", - " Date: Tue, 07 Dec 2021 AIC 337.290\n", + " Date: Thu, 09 Dec 2021 AIC 337.290\n", "\n", "\n", - " Time: 00:56:25 BIC 355.792\n", + " Time: 13:24:05 BIC 355.792\n", "\n", "\n", " Sample: 01-31-1997 HQIC 344.695\n", @@ -1045,8 +1045,8 @@ "==============================================================================\n", "Dep. Variable: Rate No. Observations: 299\n", "Model: ARIMA(2, 0, 1) Log Likelihood -163.645\n", - "Date: Tue, 07 Dec 2021 AIC 337.290\n", - "Time: 00:56:25 BIC 355.792\n", + "Date: Thu, 09 Dec 2021 AIC 337.290\n", + "Time: 13:24:05 BIC 355.792\n", "Sample: 01-31-1997 HQIC 344.695\n", " - 11-30-2021 \n", "Covariance Type: opg \n", @@ -1253,7 +1253,7 @@ { "data": { "text/plain": [ - "0.9844489551560021" + "9.723911074349086" ] }, "execution_count": 21, @@ -1261,6 +1261,28 @@ "output_type": "execute_result" } ], + "source": [ + "# mean absolute percentage error\n", + "mape = np.mean(np.abs(df['Rate'] - pred) / df['Rate']) * 100\n", + "mape" + ] + }, + { + "cell_type": "code", + "execution_count": 22, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "0.9844489551560021" + ] + }, + "execution_count": 22, + "metadata": {}, + "output_type": "execute_result" + } + ], "source": [ "# correlation\n", "corr = np.corrcoef(pred, df['Rate'])[0,1]\n", @@ -1278,7 +1300,7 @@ }, { "cell_type": "code", - "execution_count": 22, + "execution_count": 23, "metadata": {}, "outputs": [], "source": [ @@ -1288,7 +1310,7 @@ }, { "cell_type": "code", - "execution_count": 23, + "execution_count": 24, "metadata": { "scrolled": true }, @@ -1304,7 +1326,7 @@ "Freq: M, Name: predicted_mean, dtype: float64" ] }, - "execution_count": 23, + "execution_count": 24, "metadata": {}, "output_type": "execute_result" } @@ -1316,7 +1338,7 @@ }, { "cell_type": "code", - "execution_count": 24, + "execution_count": 25, "metadata": {}, "outputs": [ {