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Table 3 Mean squared errors of ARIMA models

From: Predicting stock market movements using network science: an information theoretic approach

Models MSE a Models MSE a
ARIMA(1,1,1) 25.19 ARIMA(1,1,0) + KLD 26.17
ARIMA(1,1,0) + RS 20.27 ARIMA(1,1,0) + Skewness 26.32
ARIMA(1,1,0) + Kurtosis 27.02 ARIMA(1,1,0) + Mean 25.7
ARIMA(1,1,0) + Variance 25.66 ARIMA(1,1,1) + Modularity 25.23
ARIMA(1,1,0) + Eigenvector cent 26.95 ARIMA(1,1,0) + Betweenness cent 24.4
  1. Note. aMean Squared Error