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Financial Innovation
Fig. 1 | Financial Innovation

Fig. 1

From: A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart

Fig. 1

Meaningless modeling results caused by ignoring the inherent constraints in OHLC data (The original data contains 200 periods, and 50 periods are forecasted forward by the linear models. The red dotted line perpendicular to the vertical axis indicates zero value, and the red dotted line perpendicular to the horizontal axis indicates the 200th period, whose right side are forecasted values with a confidence interval of 95% confidence level)

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