I have created training set and test set from my data. Then I performed auto.arima() and ets() in R on the training set to predict one-step ahead forecasts. These were then compared with the test set values to measure error, namely RMSE, MAPE & MAE.
This is the output of both ets and auto.arima
RMSE.ets  3767.561 RMSE.ar  3776.308 MAE.ets  2885.112 MAE.ar  2624.482 MAPE.ets  0.04232065 MAPE.ar  0.03857747
Which criteria should be ideally used to select one of the two models (ets or auto.arima) for future predictions. Or is there any other criteria that I am missing out on.