Table 6 The difference between 30th day forecast and real value
From: Modeling and forecasting time series of precious metals: a new approach to multifractal data
The Difference Between 30th Day Forecast & Real Value | ||||||||
|---|---|---|---|---|---|---|---|---|
ARFIMA | VARFIMA | % | ARFIMA | VARFIMA | % | |||
GP1 | Gold | 2511 | 82 | 3.2 | Platinum | 2463 | 104 | 4.2 |
GP2 | Gold | 1495 | 13 | 0.9 | Platinum | 2018 | 17 | 0.8 |
GS1 | Gold | 2279 | 273 | 11.9 | Silver | 4836 | 29 | 0.6 |
GS2 | Gold | 495 | 72 | 14.5 | Silver | 537 | 168 | 31.3 |
SP1 | Silver | 814 | 585 | 71.8 | Platinum | 1105 | 106 | 9.9 |
SP2 | Silver | 4254 | 561 | 13.2 | Platinum | 2467 | 63 | 2.5 |