From: Evaluation of forecasting methods from selected stock market returns
Country | ARIMA | SETAR | ANN | SSA | HM |
---|---|---|---|---|---|
Brazil | ARIMA (2,0,1) 1.441972 | 1.442167 | 1.442900 | 1.470025 | 1.442262 |
China | ARIMA (3,0,3) 1.555623 | 1.570942 | 1.56378 | 1.555431 | 1.554521 |
Egypt | ARIMA (0,0,1) 1.357198 | 1.324729 | 1.368285 | 1.385264 | 1.357206 |
India | ARIMA (3,0,1) 0.838730 | 0.844534 | 0.839839 | 0.851503 | 0.838335 |
Indonesia | ARIMA (1,0,0) 0.919355 | 0.926838 | 0.918685 | 0.921310 | 0.918988 |
Mexico | ARIMA (2,0,1) 0.850496 | 0.848814 | 0.867506 | 0.851756 | 0.848878 |
Russia | ARIMA (3,0,4) 0.996021 | 0.993842 | 1.008659 | 1.006565 | 1.000470 |
South Africa | ARIMA (3,0,1) 1.062336 | 1.064449 | 1.063028 | 1.066819 | 1.061791 |
Thailand | ARIMA (2,0,2) 0.756856 | 0.754199 | 0.770766 | 0.775997 | 0.762275 |
Turkey | ARIMA (2,0,2) 1.280623 | 1.28606 | 1.292737 | 1.291581 | 1.283447 |