Fig. 7From: Predicting stock market movements using network science: an information theoretic approachARIMA models actual vs. predicted S&P 500 index. a ARIMA(1, 1, 1) looks like a 1-lag moving average of the actual S&P 500 series. This model performed MSE of 25.19. b ARIMA(1, 1, 0) with RS model lowered the gap between the actual and predicted series, and it performed MSE of 20.27 which was lower than ARIMA(1, 1, 1) model by 20%Back to article page