Table 9 Signed rank test and Friedman's test
From: The volatility mechanism and intelligent fusion forecast of new energy stock prices
Compared models | Wilcoxon α = 0.05 signed-rank test; p value | Friedman test |
|---|---|---|
EWT-S-ALOSVR versus EWT-GRNN |  < 0.01 | H0: e1 = e2 = e3 = e4 = e5 = e6 = e7 = e8 = e9 F = 284.997 p < 0.01(Reject H0) |
EWT-S-ALOSVR versus EWT-LSTM |  < 0.01 | |
EWT-S-ALOSVR versus EWT-RF |  < 0.01 | |
EWT-S-ALOSVR versus EWT-PSORF |  < 0.01 | |
EWT-S-ALOSVR versus EWT-PSOSVR |  < 0.01 | |
EWT-S-ALOSVR versus EWT-SVR |  < 0.01 | |
EWT-S-ALOSVR versus EWT-CNNRNN |  < 0.01 | |
EWT-S-ALOSVR versus EWT-RNN |  < 0.01 | |
EWT-S-ALOSVR versus ARMA(1,2)-GARCH(1,1) |  < 0.01 |