I am using pyflux
and try to build an arimax model, using their tutorial.
I do not see any references in their documentation on how to calculate metrics (for example, RMSE). They only give AIC/BIC.
Any suggestions?
I am using pyflux
and try to build an arimax model, using their tutorial.
I do not see any references in their documentation on how to calculate metrics (for example, RMSE). They only give AIC/BIC.
Any suggestions?