ARIMAX Model Specifications and Performance Metrics for Multiple Target Variables

Jeonggyu Huh published this dataset on figshare on 2026-05-15. It contains ARIMAX model specifications and performance metrics for multiple target variables. The dataset includes the selected exogenous predictor, optimal ARIMAX order parameters, and resulting in-sample and out-of-sample R-squared values.

Use Cases

• Benchmarking ARIMAX model performance based on reported in-sample and out-of-sample R-squared values
• Comparing the impact of different exogenous predictors on forecasting accuracy based on the selected predictor variable
• Analyzing the relationship between model complexity (p, d, q parameters) and predictive performance
• Validating time-series forecasting methodologies using reported specification details

Strengths

• Dataset is small (9.5 KB), facilitating quick download and inspection.
• Provides explicit model performance metrics (R-squared) for in-sample and out-of-sample evaluation.
• Includes key model specification parameters (ARIMAX order p, d, q and exogenous predictor).

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• Description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

figshare

Freshness

Last updated 2026-05-15 17:56:29; freshness should be verified.