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 |