[Retracted] Forecasting Foreign Direct Investment Inflow to Egypt and Determinates: Using Machine Learning Algorithms and ARIMA Model

Table 4

Arima model accuracy for independent variables’ prediction.

Variables	RMSE	MAE	MAPE	R2	Autocorrelation
GDP	3421	2757	0.012	0.98	0.08
GDP per capita	74.1	53.9	0.027	0.96	0.1
Trade (% GDP)	7.1	3.4	0.13	0.74	0.03
Unemployment (%)	2.1	2.04	0.17	0.91	0.18
Inflation rate (%)	16.7	2.8	0.09	0.94	0.17
Lending rate (%)	1.7	1	0.095	0.61	0.11
Human development index	0.04	0.003	0.005	0.98	0.7
Population total	1.09	0.23	0.008	0.98	0.05
Exchange rate (%)	0.8	0.26	0.06	0.94	0.06

Source: it is made by the author.