One-step-ahead Forecasting on S&P 500 returns
2.6031Mean Absolute ErrorARIMA
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ARIMATime=0.94932025.07 | 2.6031 | 3.7116 | |
| GARIMA–OLSTime=0.04722025.07 | 2.6218 | 3.7023 | |
| GARIMA–RidgeTime=0.05672025.07 | 2.6218 | 3.7023 |
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